In a random environment, Jump Linear Quadratic control problems are studied. Random state discontinuities are included in the analysis and the corresponding optimal regulator is obtained. The introduction of stochastic notions of stabilizability and detectability gives a direct characterization of t
โฆ LIBER โฆ
Jump linear quadratic regulator with controlled jump rates
โ Scribed by E. Boukas; Z. Liu
- Book ID
- 126671276
- Publisher
- IEEE
- Year
- 2001
- Tongue
- English
- Weight
- 164 KB
- Volume
- 46
- Category
- Article
- ISSN
- 0018-9286
- DOI
- 10.1109/9.905698
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Jump Linear Quadratic control with Rando
โ
M. Mariton
๐
Article
๐
1987
๐
Elsevier Science
๐
English
โ 372 KB
Uncertain optimal control of linear quad
โ
Deng, Liubao; Zhu, Yuanguo
๐
Article
๐
2013
๐
Elsevier Science
๐
English
โ 400 KB
LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
โ
Peng Cheng; Olivier Scaillet
๐
Article
๐
2007
๐
John Wiley and Sons
๐
English
โ 176 KB
On the robustness of jump linear quadrat
โ
E.-K. Boukas; A. Swierniak; H. Yang
๐
Article
๐
1997
๐
John Wiley and Sons
๐
English
โ 127 KB
๐ 2 views
This paper deals with the problem of how to render the jump linear quadratic (JLQ) control robust. Mainly, we present sufficient conditions for quadratic stabilization and guaranteed cost control of uncertain jump linear system using state feedback control. The proposed control law contains two comp
Discrete-time markovian-jump linear quad
โ
CHIZECK, H. J.; WILLSKY, A. S.; CASTANON, D.
๐
Article
๐
1986
๐
Taylor and Francis Group
๐
English
โ 532 KB
Partial Information Linear Quadratic Con
โ
Hu, Yaozhong; Oksendal, Bernt
๐
Article
๐
2008
๐
Society for Industrial and Applied Mathematics
๐
English
โ 213 KB