IEEE - Institute of Electrical and Electronics Engineers, Inc. - Embedding adaptive JLQG into LQ martingale with a completely observable stochastic control matrix

Proceedings of 32nd IEEE Conference on Decision and Control

Author(s): Blom, H.A.P. ; Everdij, M.H.C.
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 1993
Conference Location: San Antonio, TX, USA
Conference Date: 15 December 1993
ISBN (Paper): 0-7803-1298-8
DOI: 10.1109/CDC.1993.325029
Regular:

With jump linear quadratic Gaussian (JLQG) control one refers to the control under quadratic performance criterion of a linear Gaussian system, the coefficients of which are completely observable,... View More

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