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This paper deals with a set of S -coupled algebraic Riccati equations that arises in the study of filtering of discrete-time linear jump systems with the Markov chain in a general Borel space S . By S -coupled it is meant that the algebraic Riccati equations are coupled via an integral over S . Conditions for the existence and uniqueness of a positive semi-definite solution to the filtering S...
This paper deals with the finite horizon quadratic optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space S. It is assumed that the controller has access to an output variable as well as the jump parameter. The goal is to design a dynamic Markov jump controller such that the closed loop system...
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