Strong consistency and rate of convergence of switched least squares system identification for autonomous Markov jump linear systems

DOI10.1109/TAC.2024.3351806MaRDI QIDQ6588801zbMATH OpenFDO

Authors Borna Sayedana, Mohammad Afshari, Peter E. Caines, Aditya Mahajan

Publication date 16 August 2024

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

Full work available at URL https://doi.org/10.1109/TAC.2024.3351806

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Cited in

(2)

• Identification of non-causal systems with random switching modes
• Model-free optimal control for discrete-time Markovian jump linear systems: a Q-learning approach

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