The digital optimal regulator and tracker for stochastic time-varying systems

DOI10.1080/00207729208949456zbMath0783.93075OpenAlexW2003507824MaRDI QIDQ4027828

Willem L. de Koning, L. Gerard Van Willigenburg

Publication date: 1 April 1993

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729208949456

zbMATH Keywords

stochastic dynamic programmingcontinuous-timeadditive white noiselinear time- varying systemsdigital optimal regulator

Mathematics Subject Classification ID

Model systems in control theory (93C99)

Related Items (2)

Optimal sampling-rates and tracking properties of digital LQ and LQG tracking controllers for systems with an exogenous component and costs associated to sampling ⋮ Equivalent optimal compensation problem in the delta domain for systems with white stochastic parameters

Cites Work

• Unnamed Item
• Equivalent discrete optimal control problem for randomly sampled digital control systems
• A separation theorem for the stochastic sampled-data LQG problem
• Computing integrals involving the matrix exponential
• On the behaviour of optimal linear sampled-data regulators†

This page was built for publication: The digital optimal regulator and tracker for stochastic time-varying systems