Robust LQG for Markov Jump Linear Systems.

Ioannis Tzortzis Charalambos D. Charalambous Christoforos N. Hadjicostis

Published in: CDC (2019)

Keyphrases

linear systems
markov chain
optimal control
sufficient conditions
dynamical systems
motion planning
sparse linear systems
coefficient matrix
linear quadratic
search space
dynamic programming
interior point methods