Control of discrete-time Markovian jump linear systems subject to partially observed chains

摘要

This paper deals with regulation of discrete-time Markovian jump linear systems (DMJLS) when the states of the Markov chain are partially observed. The control algorithm proposed is obtained from the combination of standard and robust approaches. The solution provided is based on recursive Riccati equations. A numerical example is shown to illustrate the effectiveness of the regulator proposed.