Optimal projection equations for discrete-time fixed-order dynamic compensation of linear systems with multiplicative white noise

DOI10.1080/00207178708933884zbMath0615.93077OpenAlexW2045403626MaRDI QIDQ4724536

Dennis S. Bernstein, Wassim M. Haddad

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933884

zbMATH Keywords

noiseoptimal projection equationsmultiplicative disturbancesdiscrete-time reduced-order dynamic compensationdiscrete-time static output feedback

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Related Items (4)

Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Numerical algorithms and issues concerning the discrete-time optimal projection equations. ⋮ Compensatability and optimal compensation of systems with white parameters in the delta domain ⋮ Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control

Cites Work

• Unnamed Item
• The optimal projection equations for fixed-order dynamic compensation
• The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
• The optimal projection equations for fixed-order, sampled-data dynamic compensation with computation delay
• Further results on the stabilizing property of certainty equivalent controllers
• Robust controller synthesis using the maximum entropy design equations

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