Stabilization of discrete-time systems with stochastic parameters

DOI10.1016/0167-6911(85)90029-5zbMath0563.93070OpenAlexW2069670939MaRDI QIDQ1057827

Engin Yaz

Publication date: 1985

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(85)90029-5

zbMATH Keywords

discrete-time stochastic systemlinear quadratic optimal controlmean- square exponential and almost surely asymptotic stabilitystabilizing gains

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stabilization of systems by feedback (93D15) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic stability in control theory (93E15) Applications of statistics to psychology (62P15)

Related Items (4)

A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise ⋮ Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems ⋮ Feedback controllers for stochastic-parameter systems: Relations among various stabilizability conditions ⋮ Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions

Cites Work

• Infinite horizon optimal control of linear discrete time systems with stochastic parameters
• Feedback stabilizability for stochastic systems with state and control dependent noise
• Random differential equations in science and engineering
• Stabilization of some stochastic discrete–time control systems
• General suboptimal approach to the control and estimation of discrete-time systems
• Equivalent discrete optimal control problem for randomly sampled digital control systems
• Further results on the uncertainty threshold principle
• Mean square stability criteria for stochastic feedback systems
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