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• W2518027677 abstract "The adaptive linear quadratic problem of continuous-time linear jump systems with unknown jump parameter and stochastic disturbance is concerned in this paper, and jumping parameters can be described by finite-state Markov processes. A sufficient condition characterizing the stabilizability of the system is obtained, which hinges on the existence of a set of algebraic coupled Riccatic equations. A constructive method for designing stabilizing feedback laws is provided in this paper. The index difference between the adaptive LQ control and the conventional LQ optimal control is asymptotically bounded by a constant depending on the estimation step and priori information of the parameter set." @default.
• W2518027677 created "2016-09-16" @default.
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• W2518027677 date "2016-07-01" @default.
• W2518027677 modified "2023-09-25" @default.
• W2518027677 title "Adaptive linear quadratic Gaussian control of Markov jump linear systems" @default.
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• W2518027677 doi "https://doi.org/10.1109/chicc.2016.7553346" @default.
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