• DocumentCode
    1665682
  • Title

    Optimal constant gain control of jump-linear systems with discrete state uncertainty

  • Author

    Kalmanovich, G. ; Haddad, A.H.

  • Author_Institution
    Dept. of Electr. Eng. & Comput. Sci., Northwestern Univ., Evanston, IL, USA
  • Volume
    3
  • fYear
    1994
  • Firstpage
    2187
  • Abstract
    Jump-linear systems are dynamic systems with abrupt switches among several linear models, conditioned on an underlying finite state Markov process. This paper is concerned with optimal control of jump-linear systems when the discrete Markov process is not directly observable. Necessary conditions for optimality are found and a local algorithm to obtain such solutions is derived
  • Keywords
    Markov processes; discrete time systems; linear systems; optimal control; stochastic systems; uncertain systems; discrete state uncertainty; dynamic systems; finite state Markov process; jump-linear systems; necessary conditions; optimal constant gain control; Filters; Gain control; Linear systems; Markov processes; Nonlinear dynamical systems; Optimal control; State estimation; State-space methods; Switches; Uncertainty;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1994., Proceedings of the 33rd IEEE Conference on
  • Conference_Location
    Lake Buena Vista, FL
  • Print_ISBN
    0-7803-1968-0
  • Type

    conf

  • DOI
    10.1109/CDC.1994.411404
  • Filename
    411404
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1665682