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Second moment constraints and the control problem of Markov jump linear systems

Published:2012-07-13 Issue:2 Volume:20 Page:357-368
ISSN:1070-5325
Container-title:Numerical Linear Algebra with Applications
language:en
Short-container-title:Numer. Linear Algebra Appl.

Author:

Vargas Alessandro N.¹²,Furloni Walter³,do Val João B.R.³

Affiliation:

1. Universidade Tecnológica Federal do Paraná; UTFPR; Av. Alberto Carazzai 1640 86300-000 Cornelio Procópio-PR Brazil

2. Basque Center for Applied Mathematics; BCAM; Alameda de Mazarredo 14 E-48009 Bilbao Vizcaya Spain (1 January-28 February 2011)

3. Universidade Estadual de Campinas; UNICAMP; FEEC-DT, Av. Albert Einstein 400 13083-852 Campinas-SP Brazil

Publisher

Wiley

Subject

Applied Mathematics,Algebra and Number Theory

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/nla.1849/fullpdf

Reference25 articles.

1. On the detectability and observability of continuous-time Markov jump linear systems;Costa;SIAM Journal on Control and Optimization,2002

2. A new approach to detectability of discrete-time Markov jump linear systems;Costa;SIAM Journal on Control and Optimization,2005

3. Quadratic costs and second moments of jump linear systems with general Markov chain;Costa;Mathematics of Control, Signals, and Systems,2011

4. Receding horizon control of jump linear systems and a macroeconomic policy problem;Val;Journal of Economic Dynamics and Control,1999

5. The H2 control for jump linear systems: cluster observations of the Markov state;Val;Automatica,2002

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