Stochastic Linear Quadratic Control with Regional Pole Placement

被引：0

作者：

Wang, Jie ^{[1
]}

Hou, Ting ^{[1
,2
,3
]}

Ma, Hongji ^{[1
]}

机构：

[1] Shandong Univ Sci & Technol, Coll Math & Syst Sci, Qingdao, Peoples R China

[2] Shandong Univ Sci & Technol, State Key Lab Min Disaster Prevent & Control Cofo, Qingdao, Peoples R China

[3] Shandong Univ Sci & Technol, Minist Sci & Technol, Qingdao, Peoples R China

来源：

PROCEEDINGS OF THE 2016 12TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA) | 2016年

关键词：

SYSTEMS; STABILIZABILITY; STABILITY; DESIGN;

D O I：

暂无

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper is concerned with the state-feedback linear quadratic (LQ) control of stochastic systems with multiplicative noises constrained by regional pole placement. By using the Lagrange multiplier method, necessary conditions are presented to guarantee the existence of optimal controllers that satisfy alpha-stability (alpha, beta)-stability in continuous-time case and alpha-stability in discrete-time case, respectively.

引用

页码：3361 / 3366

页数：6

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