Optimal damping of forced stochastic oscillations in linear systems in the case of unknown spectral density of external disturbance

被引：0

作者：

Yakubovich, VA

机构：

来源：

PROCEEDINGS OF THE 35TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4 | 1996年

关键词：

damping; optimization; linear-quadratic problem; disturbance; uncertainty;

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：

We present a solution of one new infinite horizon linear-quadratic optimization problem concerning the optimal damping of forced stochastic oscillations. It differs from well-known similar problem mainly in the assumption that there is no full information on the spectral density of the external disturbance and that the spectral density tends rapidly to zero (for example exponentially) as the frequency tends to infinity.

引用

页码：3200 / 3203

页数：4