Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters

DOI10.1016/S0005-1098(98)00138-1zbMath0937.93054OpenAlexW2122577089WikidataQ30052002 ScholiaQ30052002MaRDI QIDQ1295121

L. Gerard Van Willigenburg, Willem L. de Koning

Publication date: 5 December 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00138-1

zbMATH Keywords

discrete-time systemsreduced-order controlmultiplicative noisenumerical algorithmsoptimal stochastic controltwo point boundary value problem

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) System structure simplification (93B11) Optimal stochastic control (93E20)

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