抄録
The partially observable. optimal stochastic control problem for jump systems with sampled inputs and sampled observations is considered. We first consider Kalman filters and state feedback controllers for jump systems. As for the Kalman filters, we consider two cases with and without observation delay. Then we obtain output feedback controllers by. the separation principle. We consider the finite-time and apply the infinite-time problems. Since a jump system covers a sampled-data system, the results for jump systems are applied to sampled-data systems. Finally an example is given to illustrate the theory.
