Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
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Publication:4800331
DOI10.1080/002071702000023717zbMath1043.93066OpenAlexW2101335914MaRDI QIDQ4800331
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Publication date: 15 July 2003
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071702000023717
linear-quadratic problemRiccati equationweak observabilityMarkov jump linear systemweak detectabilitypathwise invariance
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Cites Work
- Stability results for discrete-time linear systems with Markovian jumping parameters
- On the solution of discrete-time Markovian jump linear quadratic control problems
- Receding horizon control of jump linear systems and a macroeconomic policy problem
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- Matrix computation and the theory of moments
- A convex programming approach to H2 control of discrete-time markovian jump linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Controllability, observability and discrete-time markovian jump linear quadratic control
- Stochastic stability properties of jump linear systems
- Robust H 2-control for discrete-time Markovian jump linear systems
- Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
- Output feedback control of Markov jump linear systems in continuous-time
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- On the detectability and observability of discrete-time Markov jump linear systems
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