A separation principle for the H₂-control of continuous-time infinite Markov jump linear systems with partial observations

DOI10.1016/J.JMAA.2006.08.069MaRDI QIDQ879092zbMATH OpenOpenAlexFDO

Authors 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

zbMATH Keywords

linear systemsadjoint operatorseparation principlecontinuous-time\(H_{2}\)-control with partial observationsinfinite Markov jump parameters

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

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• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
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• The Riccati equation
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Cited in

(6)

• 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
• \(\mathrm{H}_2\)-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space
• 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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