Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems (Q4800331)

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scientific article; zbMATH DE number 1890905
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Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
scientific article; zbMATH DE number 1890905

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    Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems (English)
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    15 July 2003
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    Markov jump linear system
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    Riccati equation
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    weak observability
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    weak detectability
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    pathwise invariance
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    linear-quadratic problem
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