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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.  +
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
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15 May 2016 06:18:59  +
URL
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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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