H₂-control and the separation principle for discrete-time Markovian jump linear systems

DOI10.1007/S00498-004-0142-3MaRDI QIDQ706387zbMATH OpenOpenAlexFDO

Authors E. F. Tuesta, Oswaldo Luiz V. Costa

Publication date 8 February 2005

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00498-004-0142-3

zbMATH Keywords

optimal filteringdiscrete-time systemMarkovian jump systemsseparation principlecoupled algebraic Riccati equationsinfinite-horizon\(H_2\)-control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cited in

(18)

• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• Optimal and mode-independent filters for generalised Bernoulli jump systems
• scientific article; zbMATH DE number 2136426 (Why is no real title available?)
• Mixed 𝓗₂/𝓗_∞ filtering for Markov jump linear systems
• Discrete-time \(\mathcal{H}_\infty\) output feedback for Markov jump systems with uncertain transition probabilities
• A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
• An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems
• Robust static output feedback control for hidden Markov jump linear systems
• \(\mathrm{H}_2\)-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space
• scientific article; zbMATH DE number 1419394 (Why is no real title available?)
• H₂optimal control for a wide class of discrete-time linear stochastic systems
• Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
• Reduced-order energy-to-peak filtering for hidden Markov jump linear systems
• ℋ₂filtering of discrete-time Markov jump linear systems through linear matrix inequalities
• Control of continuous-time Markov jump linear systems with partial information
• Optimal control for a class of discrete-time nonhomogeneous Markovian jump linear systems
• Output‐based H₂ optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients
• Discussion on: ``\(H_{\infty}\) control for networked control systems with limited communication

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