Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters

Automatica

Volumn 35, Issue 1, 1999, Pages 129-138

  Van Willigenburg, L G ^a,b,c   De Koning, W L ^b,d,e  

^a WAGENINGEN UNIVERSITY   (Netherlands)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

^c Process Dynamics and Control Group   (India)

^d Department of Applied Physics ^*

^e FLORIDA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Finite horizon LQG control; Multiplicative noise; Numerical algorithms; Reduced order control; White stochastic parameters

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; NUMERICAL METHODS; OPTIMAL CONTROL SYSTEMS; RICCATI EQUATIONS; WHITE NOISE;

REDUCED-ORDER CONTROL;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0032759319     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0005-1098(98)00138-1     Document Type: Article

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