Adaptive control of linear systems with Markov perturbations

DOI10.1109/9.661591MaRDI QIDQ4396065zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott, F. Dufour

Publication date 26 August 1999

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.661591

zbMATH Keywords

filteringjump processesMarkov perturbationquadratic control for jump processesseparation principlestochastic adaptive control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Model systems in control theory (93C99) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35)

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Cited in

(19)

• Detector-based H_ results for discrete-time Markov jump linear systems with partial observations
• Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
• On the continuous time-varying JLQ problem
• Discussion on: ``On the continuous time-varying JLQ problem
• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
• H2-Filtering for discrete-time hidden Markov jump systems
• H_∞ control of continuous-time Markov jump linear systems with detector-based mode information
• scientific article; zbMATH DE number 440436 (Why is no real title available?)
• Robust linear filtering for discrete-time hybrid Markov linear systems
• Adaptive control in the presence of markovian parameter jumps
• scientific article; zbMATH DE number 2037796 (Why is no real title available?)
• scientific article; zbMATH DE number 3995557 (Why is no real title available?)
• Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
• Control of continuous-time Markov jump linear systems with partial information
• Fast Switching Detector-Based H₂ Control of Markov Jump Linear Systems with Multiplicative Noises
• Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
• Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

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