On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems

Daniel A. Gutierrez-Pachas, Eduardo F. Costa. On the Linear Quadratic Problem for Systems With Time-Reversed Markov Jump Parameters and the Duality With Filtering of Markov Jump Linear Systems. IEEE Trans. Automat. Contr., 63(9):3040-3045, 2018. [doi]

Abstract

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