Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator.
Alfredo R. R. NarváezEduardo F. CostaPublished in: SIAM J. Control. Optim. (2016)
Keyphrases
- linear systems
- markov chain
- sufficient conditions
- dynamical systems
- state space
- markov processes
- linear equations
- least squares
- coefficient matrix
- markov process
- interior point methods
- dynamic programming
- differential equations
- sparse linear systems
- estimation error
- feature selection
- nearest neighbor
- multi objective