H2 optimal control for linear stochastic systems

Automatica

Volumn 40, Issue 7, 2004, Pages 1103-1113

  Dragan, Vasile ^a   Morozan, Toader ^a   Stoica, Adrian ^b  

^a INSTITUTE OF MATHEMATICS   (Romania)

^b UNIVERSITY POLITEHNICA OF BUCHAREST   (Romania)

Author keywords

Markov parameters; Numerical algorithms; Optimal control; Riccati equations; Stochastic systems; White noise

Indexed keywords

ALGORITHMS; CONTROL EQUIPMENT; CONVERGENCE OF NUMERICAL METHODS; FEEDBACK CONTROL; ITERATIVE METHODS; LINEAR CONTROL SYSTEMS; MARKOV PROCESSES; RICCATI EQUATIONS; STOCHASTIC CONTROL SYSTEMS; WHITE NOISE;

MARKOV PARAMETERS; NUMERICAL ALGORITHMS; STOCHASTIC SYSTEMS;

OPTIMAL CONTROL SYSTEMS;

EID: 2442476074     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2004.01.023     Document Type: Article

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