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

IEEE Transactions on Automatic Control

Volumn 48, Issue 10, 2003, Pages 1836-1842

  Costa, O L V ^a   Tuesta, E F ^a  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

Author keywords

Discrete time; Finite horizon; Markovian jump systems; Quadratic cost; Separation principle

Indexed keywords

CLOSED LOOP CONTROL SYSTEMS; DIFFERENCE EQUATIONS; DISCRETE TIME CONTROL SYSTEMS; GAUSSIAN NOISE (ELECTRONIC); MARKOV PROCESSES; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS; WHITE NOISE;

GAUSSIAN CONTROL; MARKOVIAN JUMP LINEAR SYSTEMS; OPTIMAL FILTERING;

LINEAR CONTROL SYSTEMS;

EID: 0242333989     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2003.817938     Document Type: Article

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