On the detectability and observability of discrete-time Markov jump linear systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2000, Pages 2355-2360

  Costa, E F ^a   Do Val, J B R ^a  

^a UNIVERSITY OF CAMPINAS   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; MATRIX ALGEBRA; OBSERVABILITY; RICCATI EQUATIONS; SYSTEM STABILITY;

DETECTABILITY; DISCRETE TIME MARKOV JUMP LINEAR SYSTEMS; QUADRATIC CONTROL PROBLEM;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0034440133     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)

1. Detectability and stabilizability of time-varying discrete-time linear systems
2. 2 control of discrete-time Markovian jump linear systems
3. Stability results for discrete-time linear systems with Markovian jumping parameters
4. Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
5. Output feedback control of Markov jump linear systems in continuous-time
6. Receding horizon control of jump linear systems and a macroeconomic policy problem
7. Solutions for the linear quadratic control problem of Markov jump linear systems
8. Convergence and stability properties of the discrete Riccati operator equation and the associated optimal control and filtering problems
9. Controlability, stabilizability and continuous time Markovian jump linear quadratic control
10. Jump linear quadratic Gaussian control: Steady-state solution and testable conditions
11. Stability and control of discrete-time jump linear systems
12. Stabilization of jump linear Gaussian systems without mode observations