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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 zero-order 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. +
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Authors | Vijay Gupta, Richard M. Murray, Babak Hassibi + |
ID | 2002i + |
Source | 2003 American Control Conference + |
Tag | gmh03-acc + |
Title | On the Control of Jump Linear Markov Systems with Markov State Estimation + |
Type | Conference Paper + |
Categories | Papers |
Modification date This property is a special property in this wiki.
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15 May 2016 06:18:59 + |
URL This property is a special property in this wiki.
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http://www.cds.caltech.edu/~murray/preprints/gmh03-acc.pdf + |
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On the Control of Jump Linear Markov Systems with Markov State Estimation + | Title |
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