INFINITE HORIZON QUADRATIC OPTIMAL-CONTROL OF A CLASS OF NONLINER STOCHASTIC-SYSTEMS

被引:21
作者
YAZ, E
机构
关键词
D O I
10.1109/9.40747
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:1176 / 1180
页数:5
相关论文
共 17 条
[1]   ALMOST SURE BOUNDEDNESS OF RANDOMLY SAMPLED SYSTEMS [J].
AGNIEL, RG ;
JURY, EI .
SIAM JOURNAL ON CONTROL, 1971, 9 (03) :372-&
[2]  
Anderson B., 1979, OPTIMAL FILTERING
[3]   MATRIX MINIMUM PRINCIPLE [J].
ATHANS, M .
INFORMATION AND CONTROL, 1967, 11 (5-6) :592-+
[4]  
DANILIN AB, 1984, AUTOMAT REMOTE CONTR, P440
[5]   DETECTABILITY OF LINEAR DISCRETE-TIME-SYSTEMS WITH STOCHASTIC PARAMETERS [J].
DEKONING, WL .
INTERNATIONAL JOURNAL OF CONTROL, 1983, 38 (05) :1035-1046
[6]   INFINITE HORIZON OPTIMAL-CONTROL OF LINEAR DISCRETE-TIME-SYSTEMS WITH STOCHASTIC PARAMETERS [J].
DEKONING, WL .
AUTOMATICA, 1982, 18 (04) :443-453
[7]  
Jacobson D. H., 1980, EXTENSIONS LINEAR QU
[8]   GENERAL RESULT IN STOCHASTIC OPTIMAL CONTROL OF NONLINEAR DISCRETE-TIME SYSTEMS WITH QUADRATIC PERFORMANCE CRITERIA [J].
JACOBSON, DH .
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1974, 47 (01) :153-161