Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
DOI10.1080/002071702000023717zbMATH Open1043.93066OpenAlexW2101335914MaRDI QIDQ4800331FDOQ4800331
Author name not available (Why is that?)
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
Riccati equationlinear-quadratic problemMarkov jump linear systemweak observabilityweak detectabilitypathwise invariance
Observability (93B07) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
- Stability results for discrete-time linear systems with Markovian jumping parameters
- A convex programming approach to H2 control of discrete-time markovian 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
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- Stochastic stability properties of jump linear systems
- Receding horizon control of jump linear systems and a macroeconomic policy problem
- Solutions for the linear-quadratic control problem of Markov jump linear systems
- On the detectability and observability of discrete-time Markov jump linear systems
- On the solution of discrete-time Markovian jump linear quadratic control problems
- Controllability, observability and discrete-time markovian jump linear quadratic control
- 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
- Matrix computation and the theory of moments
Cited In (10)
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- A survey on hidden Markov jump systems: asynchronous control and filtering
- Finite-horizonℋ2/ℋ∞control for a class of nonlinear Markovian jump systems with probabilistic sensor failures
- On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems
- Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels
- Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- Stability of discrete-time positive evolution operators on ordered Banach spaces and applications
- Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
- Fast array algorithm for filtering of Markovian jump linear systems
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