Discounted cost linear quadratic Gaussian control for descriptor systems (Q5863712)

scientific article; zbMATH DE number 7536214

Language	Label	Description	Also known as
English	Discounted cost linear quadratic Gaussian control for descriptor systems	scientific article; zbMATH DE number 7536214

Statements

instance of

scholarly article

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title

Discounted cost linear quadratic Gaussian control for descriptor systems (English)

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author

Hermann Mena

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Lena-Maria Pfurtscheller

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Matthias Voigt

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published in

International Journal of Control

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publication date

3 June 2022

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full work available at URL

https://arxiv.org/abs/2004.08932

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zbMATH Keywords

descriptor systems

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linear quadratic Gaussian control

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Kalman-Yakubovich-Popov inequality

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dissipation inequality

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Navier-Stokes equation

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MaRDI profile type

MaRDI publication profile

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cites work

Q4404205

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Mean and variance of the LQG cost function

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Observer-based controller design for stochastic descriptor systems with Brownian motions

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Linear-quadratic control with and without stability subject to general implicit continuous-time systems: Coordinate-free interpretations of the optimal costs in terms of dissipation inequality and linear matrix inequality; existence and uniqueness of optimal controls and state trajectories

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Regularity and singularity in linear-quadratic control subject to implicit continuous-time systems

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Balanced Truncation Model Reduction for a Class of Descriptor Systems with Application to the Oseen Equations

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Stability of Singular Stochastic Systems With Markovian Switching

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Singular Linear Quadratic Optimal Control Problem for Stochastic Nonregular Descriptor Systems

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Direct and Indirect Couplings in Coherent Feedback Control of Linear Quantum Systems

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Identifiers

zbMATH Open document ID

1492.93203

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DOI

10.1080/00207179.2020.1854865

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5863712