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

J.B.R. do Val; J.C. Geromel; O.L.V. Costa

doi:10.1109/9.736071

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 ◽

Cited By ~ 20

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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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 ◽

Cited By ~ 26

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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Numerical solution for the linear-quadratic control problem of Markov jump linear systems and a weak detectability concept

2001 European Control Conference (ECC) ◽

10.23919/ecc.2001.7076228 ◽

2001 ◽

Author(s):

Joao B. R. do Val ◽

Eduardo F. Costa

Keyword(s):

Control Problem ◽

Numerical Solution ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Solutions for the Linear-Quadratic Control Problem of Markov Jump Linear Systems

Journal of Optimization Theory and Applications ◽

10.1023/a:1021748618305 ◽

1999 ◽

Vol 103 (2) ◽

pp. 283-311 ◽

Cited By ~ 32

Author(s):

J. B. R. Do Val ◽

J. C. Geromel ◽

O. L. V. Costa

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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Solutions for the linear quadratic control problem of Markov jump linear systems

Proceedings of the 1999 American Control Conference (Cat. No. 99CH36251) ◽

10.1109/acc.1999.786581 ◽

1999 ◽

Cited By ~ 2

Keyword(s):

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Linear Quadratic Control Problem

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The linear quadratic control problem for jump linear systems with no observation on the Markov chain states

Proceedings of 1994 33rd IEEE Conference on Decision and Control ◽

10.1109/cdc.1994.411254 ◽

2002 ◽

Author(s):

J.B. Ribeiro do Val ◽

M.D. Fragoso

Keyword(s):

Markov Chain ◽

Control Problem ◽

Linear Systems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Jump Linear Systems ◽

Linear Quadratic Control Problem

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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 ◽

Cited By ~ 1

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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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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Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept

Journal of Optimization Theory and Applications ◽

10.1023/a:1015412121001 ◽

2002 ◽

Vol 114 (1) ◽

pp. 69-96 ◽

Cited By ~ 11

Author(s):

J.B.R. Do Val ◽

E.F. Costa

Keyword(s):

Numerical Solution ◽

Linear Systems ◽

Control Problems ◽

Linear Quadratic Control ◽

Linear Quadratic ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Quadratic Control Problems

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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 ◽

Cited By ~ 1

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 ◽

Cited By ~ 8

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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