DETERMINISTIC AND STOCHASTIC CONTROL OF DISCRETE-TIME BILINEAR SYSTEMS

被引：1

作者：

SWAMY, KN ^{[1
]}

TARN, TJ ^{[1
]}

机构：

[1] WASHINGTON UNIV,DEPT SYST SCI & MATH,ST LOUIS,MO 63130

来源：

AUTOMATICA | 1979年 / 15卷 / 06期

关键词：

Bilinear control; discrete time systems; dynamic programming; optimal control; singular control; stochastic control;

D O I：

10.1016/0005-1098(79)90036-0

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Optimal control of a class of time invariant single-input, discrete bilinear systems is investigated in this paper. Both deterministic and stochastic problems are considered. In the deterministic problem, for the initial state in a certain set ∑0, the solution is the same as the solution to the associated linear system. The optimal path may be a regular path or a singular path. The stochastic control problem is considered with perfect state observation, and additive and multiplicative noise in the state equation. It is demonstrated that the presence of noise simplifies the analysis compared to that in the determinstic case. © 1979.

引用

页码：677 / 682

页数：6

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