A separation principle for the H₂-control of continuous-time infinite Markov jump linear systems with partial observations
DOI10.1016/J.JMAA.2006.08.069zbMATH Open1117.93073OpenAlexW2053545855MaRDI QIDQ879092FDOQ879092
Oswaldo Luiz V. Costa, Marcelo Dutra Fragoso
Publication date: 4 May 2007
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2006.08.069
linear systemsadjoint operatorseparation principlecontinuous-time\(H_{2}\)-control with partial observationsinfinite Markov jump parameters
Continuous-time Markov processes on general state spaces (60J25) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)
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Cited In (5)
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- State estimation for time-delay systems with Markov jump parameters and missing measurements
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises
- H∞ control of continuous-time Markov jump linear systems with detector-based mode information
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