Jump linear quadratic Gaussian control in continuous time
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Publication:5288496
DOI10.1109/9.182475zbMath0773.93052OpenAlexW2098683806MaRDI QIDQ5288496
Howard Jay Chizeck, Yuan-Dong Ji
Publication date: 12 August 1993
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.182475
continuous-timelinear quadratic Gaussian problemfinite-state Markov processescontinuous- time linear systemsoptimal quadratic control
Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Model systems in control theory (93C99)
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