Model simplification and optimal control of stochastic singularly perturbed systems under exponentiated quadratic cost

SIAM Journal on Control and Optimization

Volumn 34, Issue 5, 1996, Pages 1734-1766

  Pan, Zigang ^a   Başar, Tamer ^a  

^a University of Illinois at Urbana Champaign   (United States)

Author keywords

Generalized algebraic Riccati equation; Generalized Riccati differential equation; H optimal control; Linear exponential quadratic Gaussian optimal control; Singular perturbation

Indexed keywords

CORRELATION THEORY; DIFFERENTIAL EQUATIONS; LINEAR CONTROL SYSTEMS; MATHEMATICAL MODELS; OPTIMIZATION; PERTURBATION TECHNIQUES; RICCATI EQUATIONS; SIGNAL NOISE MEASUREMENT; STOCHASTIC CONTROL SYSTEMS;

GENERALIZED ALGEBRAIC RICCATI EQUATION; GENERALIZED RICCATI DIFFERENTIAL EQUATION; LINEAR EXPONENTIAL QUADRATIC GAUSSIAN PROBLEM; STOCHASTIC SINGULARLY PERTURBED SYSTEMS;

OPTIMAL CONTROL SYSTEMS;

EID: 0030242426     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012993259361     Document Type: Article

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