Optimal stabilizing compensator for linear systems under white noise perturbations

DOI10.1080/07362999208809290zbMath0780.93099OpenAlexW2077545618MaRDI QIDQ4022593

Vasile Dragan

Publication date: 17 January 1993

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999208809290

zbMATH Keywords

separation principleinfinite horizon control problemstime varying finite-dimensional linear stochastic systemtime varying Riccati equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Cites Work

• Quadratic Control for Linear Time-Varying Systems
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• On the Separation Theorem of Stochastic Control

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