# On the discrete time-varying JLQG problem

Adam Czornik; Andrzej Świerniak

International Journal of Applied Mathematics and Computer Science (2002)

- Volume: 12, Issue: 2, page 203-207
- ISSN: 1641-876X

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topCzornik, Adam, and Świerniak, Andrzej. "On the discrete time-varying JLQG problem." International Journal of Applied Mathematics and Computer Science 12.2 (2002): 203-207. <http://eudml.org/doc/207580>.

@article{Czornik2002,

abstract = {In the present paper optimal time-invariant state feedback controllers are designed for a class of discrete time-varying control systems with Markov jumping parameter and quadratic performance index. We assume that the coefficients have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Moreover, following the same line of reasoning, an adaptive controller is proposed in the case when system parameters are unknown but their strongly consistent estimators are available.},

author = {Czornik, Adam, Świerniak, Andrzej},

journal = {International Journal of Applied Mathematics and Computer Science},

keywords = {time-varying systems; coupled Riccati equations; jump linear systems; optimal control; adaptive control},

language = {eng},

number = {2},

pages = {203-207},

title = {On the discrete time-varying JLQG problem},

url = {http://eudml.org/doc/207580},

volume = {12},

year = {2002},

}

TY - JOUR

AU - Czornik, Adam

AU - Świerniak, Andrzej

TI - On the discrete time-varying JLQG problem

JO - International Journal of Applied Mathematics and Computer Science

PY - 2002

VL - 12

IS - 2

SP - 203

EP - 207

AB - In the present paper optimal time-invariant state feedback controllers are designed for a class of discrete time-varying control systems with Markov jumping parameter and quadratic performance index. We assume that the coefficients have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Moreover, following the same line of reasoning, an adaptive controller is proposed in the case when system parameters are unknown but their strongly consistent estimators are available.

LA - eng

KW - time-varying systems; coupled Riccati equations; jump linear systems; optimal control; adaptive control

UR - http://eudml.org/doc/207580

ER -

## References

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