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Gradient-based optimization techniques for the design of static controllers for Markov jump linear systems with unobservable modes

Vargas, A.N.; Bortolin, D.C.; Costa, E.F.; Do Val, J.B.R. (2014-12-31)

The paper formulates the static control problem of Markov jump linear systems, assuming that the controller does not have access to the jump variable. We derive the expression of the gradient for the cost motivated by the ...