Output‐based H2 optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients

DOI10.1002/rnc.3173zbMath1328.93280OpenAlexW2123294929MaRDI QIDQ3458644

Vasile Dragan, Adrian-Mihail Stoica, Toader Morozan

Publication date: 21 December 2015

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.3173

zbMATH Keywords

Riccati equationsperiodic coefficientsMarkov switching\(H_{2}\) optimal filtering

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) White noise theory (60H40)

Related Items (1)

\(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems

Cites Work

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• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

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