Numerical Solution for Linear-Quadratic Control Problems of Markov Jump Linear Systems and Weak Detectability Concept
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Management Science and Operations Research,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1023/A:1015412121001.pdf
Reference12 articles.
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2. DO VAL, J. B. R., GEROMEL, J. C., and COSTA, O. L. V., Solutions for the Linear-Quadratic Control Problem of Markov Jump Linear Systems, Journal of Optimization Theory and Applications, Vol. 103, pp. 283–311, 1999.
3. GAJIC, Z., and BORNO, I., Lyapunov Iterations for Optimal Control of Jump Linear Systems at Steady State, IEEE Transactions on Automatic Control, Vol. 40, pp. 1971–1975, 1995.
4. GAJIC, Z., and LOSADA, R., Monotonicity of Algebraic Lyapunov Iterations for Optimal Control of Jump Parameter Linear Systems, Systems and Control Letters, Vol. 41, pp. 175–181, 2000.
5. RAMI, M. A., and GHAOUI, L. E., LMI Optimization for Nonstandard Riccati Equations Arising in Stochastic Control, IEEE Transactions on Automatic Control, Vol. 41, pp. 1666–1671, 1996.
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