Stochastic LQ-optimal control for 2-D systems (Q1901061)
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scientific article; zbMATH DE number 811690
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic LQ-optimal control for 2-D systems |
scientific article; zbMATH DE number 811690 |
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Stochastic LQ-optimal control for 2-D systems (English)
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1 November 1995
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Using 2-D polynomial techniques the stochastic LQ-optimal control problem for linear systems described by the Fornasini-Marchesini model is solved. The parametrization of all stabilizing controllers is given and the minimizing one is obtained. The solvability conditions are established. A suboptimal controller is also considered.
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2-D
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LQ-optimal control
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linear
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Fornasini-Marchesini model
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stabilizing controllers
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