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Linear Quadratic Control Problem of Systems With Markov Jumps in Reverse Time and Observation With Anticipation of the Jumps.

, , and . IEEE Trans. Autom. Control., 69 (4): 2469-2475 (April 2024)

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An Algorithm for Solving a Perturbed Algebraic Riccati Equation., and . Eur. J. Control, 10 (6): 576-580 (2004)Optimal Stationary Dynamic Output-Feedback Controllers for Discrete-Time Linear Systems With Markovian Jumping Parameters and Additive White Noise Perturbations., and . IEEE Trans. Automat. Contr., 61 (12): 3912-3924 (2016)On the H2 Control of Hidden Markov Jump Linear Systems., , and . IEEE Control. Syst. Lett., (2023)Linear Minimum Mean Square Filters for Markov Jump Linear Systems., and . IEEE Trans. Automat. Contr., 62 (7): 3567-3572 (2017)Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator., and . SIAM J. Control and Optimization, 54 (4): 2063-2089 (2016)On the design of guaranteed cost controllers for a class of uncertain linear systems., and . Syst. Control. Lett., 46 (1): 17-29 (2002)On the detectability and observability of discrete-time Markov jump linear systems., and . Syst. Control. Lett., 44 (2): 135-145 (2001)String-averaging incremental stochastic subgradient algorithms., , and . Optim. Methods Softw., 34 (3): 665-692 (2019)Stochastic and exponential stability of discrete-time Markov jump linear singular systems., , , and . Syst. Control. Lett., (2017)Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities., , , and . Syst. Control. Lett., (2021)