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On the Control of Jump Linear Markov Systems with Markov State Estimation 
Abstract 
We analyze a jump linear Markov system bei … We analyze a jump linear Markov system being stabilized using a zeroorder hold controller. We consider the case when the Markov state is associated with the probability distribution of a measured variable. We assume that the Markov state is not known, but rather is being estimated based on the observations of the variable. We present conditions for the stability of such a system and also solve the optimal LQR control problem for the case when the state estimate update uses only the last observation value. In particular we consider a suboptimal causal version of the Viterbi estimation algorithm and show that a separtion property does not hold between the optimal control and the Markov state estimate. Some simple examples are also presented. . Some simple examples are also presented. +


Authors  Vijay Gupta, Richard M. Murray, Babak Hassibi + 
ID  2002i + 
Source  2003 American Control Conference + 
Tag  gmh03acc + 
Title  On the Control of Jump Linear Markov Systems with Markov State Estimation + 
Type  Conference Paper + 
Categories  Papers 
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15 May 2016 06:18:59 + 
URL This property is a special property in this wiki.

http://www.cds.caltech.edu/~murray/preprints/gmh03acc.pdf + 
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