By Topic

The solution of a partially observed stochastic optimal control problem in terms of predicted miss

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Helmes, K. ; Dept. of Math., Kentucky Univ., Lexington, KY, USA ; Rishel, R.

The explicit solution of a partially observed LQ problem driven by a combination of a Wiener process and an unobserved finite-state jump Markov process is given. Applications of the model include guidance problems, where the jump Markov process models evasive maneuvers (acceleration values) of the target, or systems subject to a sequence of failures that can be modeled by a jump Markov process

Published in:

Automatic Control, IEEE Transactions on  (Volume:37 ,  Issue: 9 )