Well-posedness of a model order reduction for singularly perturbed linear stochastic systems
DOI10.1002/oca.4660080311zbMath0617.93050OpenAlexW2119545395MaRDI QIDQ3754522
Publication date: 1987
Published in: Optimal Control Applications and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.4660080311
state estimationstochastic controlwell-posed problemorder reductionsingularly perturbed linear systems
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03) Singular perturbations for ordinary differential equations (34E15)
Cites Work
- Multimodel strategies under random disturbances and imperfect partial observations
- Singular perturbations and order reduction in control theory - an overview
- Near-optimum regulators for stochastic linear singularly perturbed systems
- Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†
- Linear filtering of singularly perturbed systems
- Linear regulator design for stochastic systems by a multiple time-scales method
- Stochastic control of linear sigularly perturbed systems
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