LINEAR QUADRATIC GAUSSIAN CONTROL OF DISCRETE-TIME MARKOV JUMP LINEAR SYSTEMS WITH HORIZON DEFINED BY STOPPING TIMES

IFAC Proceedings Volumes ◽

10.3182/20050703-6-cz-1902.00356 ◽

2005 ◽

Vol 38 (1) ◽

pp. 25-30

Author(s):

Cristiane Nespoli ◽

Yusef R.C. Zúñiga ◽

João R. do Val Bosco

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Stopping Times ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems*

2018 IEEE 14th International Conference on Control and Automation (ICCA) ◽

10.1109/icca.2018.8444285 ◽

2018 ◽

Author(s):

Chunyan Han ◽

Hongdan Li ◽

Wei Wang ◽

Huanshui Zhang

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Optimal Control ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Optimal Control

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

International Journal of Control ◽

10.1080/002071702000023717 ◽

2002 ◽

Vol 75 (16-17) ◽

pp. 1282-1292 ◽

Author(s):

Eduardo F. Costa ◽

Joao B. R. Do Val

Keyword(s):

Control Problem ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Adaptive linear quadratic Gaussian control of Markov jump linear systems

2016 35th Chinese Control Conference (CCC) ◽

10.1109/chicc.2016.7553346 ◽

2016 ◽

Author(s):

Liu Feng ◽

Haili He ◽

Li Peng

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems

Optimal Control Applications and Methods ◽

10.1002/oca.2271 ◽

2016 ◽

Vol 38 (4) ◽

pp. 668-680

Author(s):

Jin Zhu ◽

Gaosheng Zhang ◽

Wanqing Xie

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems

IEEE Transactions on Automatic Control ◽

10.1109/9.736071 ◽

1998 ◽

Vol 43 (12) ◽

pp. 1727-1733 ◽

Author(s):

J.B.R. do Val ◽

J.C. Geromel ◽

O.L.V. Costa

Keyword(s):

Control Problem ◽

Linear Systems ◽

Discrete Time ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

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Continuous and discrete time filters for Markov jump linear systems with Gaussian observations

Proceedings of 8th Workshop on Statistical Signal and Array Processing ◽

10.1109/ssap.1996.534901 ◽

2002 ◽

Author(s):

V. Krishnamurthy ◽

J. Evans

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems

IEEE Access ◽

10.1109/access.2020.2985341 ◽

2020 ◽

Vol 8 ◽

pp. 62969-62979 ◽

Author(s):

Yeison A. Zabala ◽

Oswaldo L. V. Costa

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Hidden Markov ◽

Constrained Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

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Linear quadratic regulation of polytopic time-inhomogeneous Markov jump linear systems

2019 18th European Control Conference (ECC) ◽

10.23919/ecc.2019.8796279 ◽

2019 ◽

Author(s):

Yuriy Zacchia Lun ◽

Alessandro Abate ◽

Alessandro D'Innocenzo

Keyword(s):

Linear Systems ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Regulation

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