Summary The note presents an output feedback control strategy for Markov jump linear systems with no mode observation. Based on minimizing a finite-time quadratic cost, we derive an algorithm that generates output feedback ...

This brief presents a control strategy for Markov jump linear systems (MJLS) with no access to the Markov state (or mode). The controller is assumed to be in the linear state-feedback format and the aim of the control ...

This paper deals with the control problem of discrete-time Markov jump linear systems for the case in which the controller does not have access to the state of the Markov chain. A necessary optimal condition, which is ...