Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters
type: Item
instance of: scholarly article
title: Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters
zbMATH Open document ID: 0937.93054
DOI: 10.1016/S0005-1098(98)00138-1
published in: Automatica
publication date: 1999-12-05T00:00:00Z
review text: The authors consider the finite-horizon optimal compensation problem in the case of linear time-varying discrete-time systems with deterministic and white stochastic parameters and quadratic criteria. They present strengthened discrete-time optimal projection equations on the basis of which, together with the associated boundary conditions, numerical algorithms are given to solve the two point boundary value problem.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B11
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 1325714
zbMATH Keywords: reduced-order control
zbMATH Keywords: multiplicative noise
zbMATH Keywords: optimal stochastic control
zbMATH Keywords: discrete-time systems
zbMATH Keywords: numerical algorithms
zbMATH Keywords: two point boundary value problem
author: L. Gerard Van Willigenburg
author: Willem L. De Koning
reviewed by: Andrew Dale
MaRDI profile type: Publication
Wikidata QID: Q30052002
full work available at URL: s0005-1098(98)00138-1
OpenAlex ID: W2122577089
description: scientific article; zbMATH DE number 1325714