ON A PARTIALLY OBSERVABLE LQG PROBLEM FOR SYSTEMS WITH MARKOVIAN JUMPING PARAMETERS

[1] OPTIMAL ADAPTIVE LQG CONTROL FOR SYSTEMS WITH FINITE STATE PROCESS PARAMETERS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1985, 30 (02) : 185 - 189

[2] DAVIS MHA, 1981, NATO ADV STUDY I SER

[3] Fleming W.H., 1975, DETERMINISTIC STOCHA

[4] FRAGOSO MD, 1986, THESIS U LONDON

[5] Hijab O., 1986, Stochastics, V16, P25, DOI 10.1080/17442508608833365

[6] ON THE ADAPTIVE STABILIZATION OF LINEAR-SYSTEMS [J]. SYSTEMS & CONTROL LETTERS, 1986, 8 (02) : 93 - 95

[7] THE ADAPTIVE LQG PROBLEM .1. [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (02) : 171 - 178

[8] KARLIN S, 1981, 2ND COURSE STOCHASTI

[9] LIPTSER RS, 1977, STOCHASTIC RANDOM PR, V1

[10] AN EXACT FORMULA FOR A LINEAR QUADRATIC ADAPTIVE STOCHASTIC OPTIMAL-CONTROL LAW [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1986, 24 (04) : 667 - 674

[1] OPTIMAL ADAPTIVE LQG CONTROL FOR SYSTEMS WITH FINITE STATE PROCESS PARAMETERS [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1985, 30 (02) : 185 - 189

[2] DAVIS MHA, 1981, NATO ADV STUDY I SER

[3] Fleming W.H., 1975, DETERMINISTIC STOCHA

[4] FRAGOSO MD, 1986, THESIS U LONDON

[5] Hijab O., 1986, Stochastics, V16, P25, DOI 10.1080/17442508608833365

[6] ON THE ADAPTIVE STABILIZATION OF LINEAR-SYSTEMS [J]. SYSTEMS & CONTROL LETTERS, 1986, 8 (02) : 93 - 95

[7] THE ADAPTIVE LQG PROBLEM .1. [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1983, 28 (02) : 171 - 178

[8] KARLIN S, 1981, 2ND COURSE STOCHASTI

[9] LIPTSER RS, 1977, STOCHASTIC RANDOM PR, V1

[10] AN EXACT FORMULA FOR A LINEAR QUADRATIC ADAPTIVE STOCHASTIC OPTIMAL-CONTROL LAW [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1986, 24 (04) : 667 - 674