Optimal stabilizing controllers for linear discrete-time stochastic systems

Optimal Control Applications and Methods

Volumn 29, Issue 3, 2008, Pages 243-253

  Feng, Jun E ^a,c   Lam, James ^b   Xu, Shengyuan ^c   Snu, Zhan ^b  

^a SHANDONG UNIVERSITY   (China)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

^c NANJING UNIVERSITY OF SCIENCE AND TECHNOLOGY   (China)

Author keywords

Decay rate; Discrete time; Optimal controller; Spectral radius; Stochastic systems

Indexed keywords

DECAY (ORGANIC); FEEDBACK; STATE FEEDBACK; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC PROGRAMMING;

CLOSED-LOOP SYSTEMS; DECAY RATES; DESIGN METHODS; DISCRETE TIME STOCHASTIC SYSTEMS; EQUIVALENT CONDITIONS; NUMERICAL EXAMPLES; SPECTRAL RADIUS; STABILIZING CONTROLLERS; STATE FEEDBACK CONTROLLERS; STOCHASTIC SYSTEMS;

CLOSED LOOP SYSTEMS;

EID: 46749105927     PISSN: 01432087     EISSN: 10991514     Source Type: Journal    
DOI: 10.1002/oca.833     Document Type: Article

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