Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

O.L.V. Costa; E.F. Tuesta

doi:10.1109/tac.2003.817938

Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2003.817938 ◽

2003 ◽

Vol 48 (10) ◽

pp. 1836-1842 ◽

Cited By ~ 48

Author(s):

O.L.V. Costa ◽

E.F. Tuesta

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Finite Horizon ◽

Separation Principle ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Quadratic Optimal Control

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Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems

Automatica ◽

10.1016/s0005-1098(01)00215-1 ◽

2002 ◽

Vol 38 (2) ◽

pp. 217-225 ◽

Cited By ~ 8

Author(s):

Oswaldo L.V. Costa ◽

Julio C.C. Aya

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Linear Systems ◽

Discrete Time ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Path-by-path optimal control of switched and Markovian jump linear systems

2008 47th IEEE Conference on Decision and Control ◽

10.1109/cdc.2008.4739277 ◽

2008 ◽

Cited By ~ 3

Author(s):

Ji-Woong Lee ◽

Geir E. Dullerud ◽

Pramod P. Khargonekar

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Monte Carlo TD(λ)-methods for the optimal control of discrete-time Markovian jump linear systems

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

10.1109/cdc.2000.912015 ◽

2002 ◽

Author(s):

O.L.V. Costa ◽

J.C.C. Aya

Keyword(s):

Optimal Control ◽

Monte Carlo ◽

Linear Systems ◽

Discrete Time ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076227 ◽

2001 ◽

Author(s):

O. L. V. Costa ◽

E. F. Tuesta

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Separation Principle ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Linear quadratic optimal control for a class of continuous-time nonhomogeneous Markovian jump linear systems in infinite time horizon

Journal of the Franklin Institute ◽

10.1016/j.jfranklin.2020.07.038 ◽

2020 ◽

Vol 357 (14) ◽

pp. 9733-9760

Author(s):

Yuzhu Bai ◽

Hui-Jie Sun ◽

Ai-Guo Wu

Keyword(s):

Optimal Control ◽

Continuous Time ◽

Time Horizon ◽

Markovian Jump ◽

Linear Quadratic ◽

Infinite Time ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems ◽

Quadratic Optimal Control

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H 2 -Control and the Separation Principle for Discrete-Time Markovian Jump Linear Systems

Mathematics of Control Signals and Systems ◽

10.1007/s00498-004-0142-3 ◽

2004 ◽

Vol 16 (4) ◽

pp. 320-350 ◽

Cited By ~ 28

Author(s):

O. L. V. Costa ◽

E. F. Tuesta

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Separation Principle ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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On Optimal Fault Detection for Discrete-time Markovian Jump Linear Systems

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2013.00926 ◽

2014 ◽

Vol 39 (6) ◽

pp. 926-932 ◽

Cited By ~ 1

Author(s):

Yue-Yang LI ◽

Mai-Ying ZHONG

Keyword(s):

Fault Detection ◽

Linear Systems ◽

Discrete Time ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope

European Journal of Control ◽

10.1016/j.ejcon.2021.02.003 ◽

2021 ◽

Vol 59 ◽

pp. 99-108

Author(s):

Leonardo de Paula Carvalho ◽

Fabio Yukio Toriumi ◽

Bruno Augusto Angélico ◽

Oswaldo Luiz do Valle Costa

Keyword(s):

Fault Detection ◽

Linear Systems ◽

Markovian Jump ◽

Jump Linear Systems ◽

Control Moment Gyroscope ◽

Fault Detection Filter ◽

Model Based ◽

Control Moment ◽

Markovian Jump Linear Systems ◽

Detection Filter

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Markovian jump linear systems-based filtering for visual and GPS aided inertial navigation system

2017 IEEE/RSJ International Conference on Intelligent Robots and Systems (IROS) ◽

10.1109/iros.2017.8206265 ◽

2017 ◽

Author(s):

Roberto S. Inoue ◽

Vitor Guizilini ◽

Marco H. Terra ◽

Fabio Ramos

Keyword(s):

Linear Systems ◽

Navigation System ◽

Inertial Navigation System ◽

Inertial Navigation ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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A Convex Programming Approach to the H/sub 2/-Control of Discrete-Time Markovian Jump Linear Systems

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.478573 ◽

2005 ◽

Author(s):

O.L.V. Costa ◽

J.B.R. do Val ◽

J.C. Geromel

Keyword(s):

Linear Systems ◽

Convex Programming ◽

Discrete Time ◽

Programming Approach ◽

Markovian Jump ◽

Jump Linear Systems ◽

Markovian Jump Linear Systems

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