Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems.
João B. R. do ValJosé Claudio GeromelOswaldo L. V. CostaPublished in: IEEE Trans. Autom. Control. (1998)
Keyphrases
- linear quadratic
- linear systems
- dynamical systems
- differential equations
- fractional order
- optimal control
- markov chain
- control theory
- closed loop
- vector valued
- state space
- feedback control
- coefficient matrix
- sufficient conditions
- gaussian model
- sparse linear systems
- pid controller
- neural network
- real time
- control system