Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
type: Item
instance of: scholarly article
title: Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
zbMATH Open document ID: 1335.93148
author: Oswaldo Luiz do Valle Costa
author: Danilo Zucolli Figueiredo
published in: Automatica
publication date: 2016-03-08T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93C55
Mathematics Subject Classification ID: 93C05
zbMATH DE Number: 6551906
zbMATH Keywords: optimal filtering
zbMATH Keywords: optimal control
zbMATH Keywords: stochastic jump processes
zbMATH Keywords: filtering problems
zbMATH Keywords: Riccati equations
zbMATH Keywords: Markov models
zbMATH Keywords: discrete-time systems
MaRDI profile type: MaRDI publication profile
full work available at URL: j.automatica.2015.12.017
OpenAlex ID: W2238434045
cites work: Output feedback robust control of uncertain active fault tolerant control systems via convex analysis
cites work: Q4857387
cites work: Optimal policy in Markov-switching rational expectations models
cites work: Stochastic switching systems. Analysis and design.
cites work: On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering
cites work: A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
cites work: A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems
cites work: Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space
cites work: LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space
cites work: Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
cites work: A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
cites work: Q4651858
cites work: Continuous-Time Markov Jump Linear Systems
cites work: A Detector-Based Approach for the $H_{2} $ Control of Markov Jump Linear Systems With Partial Information
cites work: Robust linear filtering for discrete-time hybrid Markov linear systems
cites work: Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
cites work: Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
cites work: \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
cites work: Q3801397
cites work: Output feedback control of Markov jump linear systems in continuous-time
cites work: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
cites work: An image-based filter for discrete-time Markovian jump linear systems
cites work: Adaptive control of linear systems with Markov perturbations
cites work: Image-enhanced multiple model tracking
cites work: Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
cites work: On a partially observable LQG problem for systems with Markovian jumping parameters
cites work: A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
cites work: A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
cites work: Markov jump linear systems and filtering through network transmitted measurements
cites work: Stability robustness of networked control systems with respect to packet loss
cites work: On Stability and LQ Control of MJLS With a Markov Chain With General State Space
cites work: On Exponential Almost Sure Stability of Random Jump Systems
cites work: Active fault tolerant control systems. Stochastic analysis and synthesis.
cites work: Detection delays, false alarm rates and the reconfiguration of control systems
cites work: An H/sub /spl infin// approach to networked control
cites work: Stochastic stability analysis for continuous-time fault tolerant control systems
cites work: Detection and estimation for abruptly changing systems
cites work: Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
cites work: Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
DOI: 10.1016/J.AUTOMATICA.2015.12.017
description: scientific article; zbMATH DE number 6551906