| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 752526 | Systems & Control Letters | 2011 | 6 Pages |
Abstract
A discrete-time control problem of a finite-state hidden Markov chain partially observed in a fractional Gaussian process is discussed using filtering. The control problem is then recast as a separated problem with information variables given by the unnormalized conditional probabilities of the whole path of the hidden Markov chain. A dynamic programming result and a minimum principle are obtained.
Related Topics
Physical Sciences and Engineering
Engineering
Control and Systems Engineering
Authors
Robert J. Elliott, Tak Kuen Siu,