Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise.
Oswaldo L. V. CostaAlexandre de OliveiraPublished in: CDC (2010)
Keyphrases
- linear systems
- optimal control
- multiplicative noise
- optimal control problems
- markov chain
- control theory
- linear quadratic
- additive noise
- dynamical systems
- sufficient conditions
- noise reduction
- synthetic aperture radar
- image denoising
- dynamic programming
- sar images
- denoising
- noisy images
- control strategy
- sparse linear systems
- speckle noise
- reinforcement learning
- control law
- spatial domain
- imaging systems
- denoising algorithm
- multiresolution
- feature selection
- pid controller
- denoising methods
- interior point methods
- feature extraction