Linear Quadratic Tracking Control of Hidden Markov Jump Linear Systems Subject to Ambiguity

The linear quadratic tracking control problem is studied for a class of discrete-time uncertain Markov jump linear systems with time-varying conditional distributions. The controller is designed under the assumption that it has no access to the true states of the Markov chain, but rather it depends...

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Bibliographic Details

Published in:	Proceedings of the IEEE Conference on Decision & Control pp. 2336 - 2341
Main Authors:	Tzortzis, Ioannis, Hadjicostis, Christoforos N., Charalambous, Charalambos D.
Format:	Conference Proceeding
Language:	English
Published:	IEEE 14.12.2021
Subjects:	Linear systems Markov processes Optimal control Robust control Robustness Uncertainty Viterbi algorithm
ISSN:	2576-2370
Online Access:	Get full text
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