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Volumn 40, Issue 2, 2002, Pages 557-576

Stochastic frequency characteristics

Author keywords

Bilinear form; Frequency characteristic; Indefinite stochastic linear quadratic control; Solvability; Stability; Stochastic Riccati equation

Indexed keywords

FREQUENCY DOMAIN ANALYSIS; LINEAR CONTROL SYSTEMS; MATRIX ALGEBRA; PROBLEM SOLVING; QUADRATIC PROGRAMMING; RICCATI EQUATIONS; SYSTEM STABILITY;

EID: 0036105967     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900373756     Document Type: Article
Times cited : (10)

References (22)
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    • Brusin, V.A.1
  • 13
    • 0026866894 scopus 로고
    • Some remarks on the Riccati equation arising in an optimal control problem with state- and control-dependent noise
    • (1992) SIAM J. Control Optim. , vol.30 , pp. 717-744
    • Tessitore, G.1
  • 15
    • 0006180491 scopus 로고    scopus 로고
    • Some equivalent conditions for exponential stabilization of linear systems with unbounded control
    • (1999) Sci. China Ser. E , vol.42 , pp. 252-259
    • Wu, H.1
  • 18
    • 0000587092 scopus 로고
    • The frequency theorem for the case in which the state space and the control space are Hilbert spaces and its application in certain problems in the synthesis of optimal control I
    • (1974) Siberian Math. J. , vol.15 , pp. 457-476
    • Yakubovich, V.A.1
  • 19
    • 0001250872 scopus 로고
    • The frequency theorem for the case in which the state space and the control space are Hilbert spaces and its application in certain problems in the synthesis of optimal control. II
    • (1975) Siberian Math. J. , vol.16 , pp. 828-845
    • Yakubovich, V.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.