Compensatability and optimal compensation of systems with white parameters
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Publication:4004775
DOI10.1109/9.135491zbMath0756.93050OpenAlexW2135341895MaRDI QIDQ4004775
Publication date: 27 September 1992
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: http://resolver.tudelft.nl/uuid:5bd58740-84b6-4cb9-9cc5-4d0032ea208f
linear discrete-time systemsexamplesmean square stabilizabilitymean square compensatabilityoptimal compensation problem
Related Items (13)
Parametrization of all linear compensators for discrete-time stochastic parameter systems ⋮ Numerical algorithms and issues concerning the discrete-time optimal projection equations. ⋮ Linearization of expectation-based inequality conditions in control for discrete-time linear systems represented with random polytopes ⋮ Temporal stabilizability and compensatability of time-varying linear discrete-time systems with white stochastic parameters ⋮ Equivalent optimal compensation problem in the delta domain for systems with white stochastic parameters ⋮ U-D factorisation of the strengthened discrete-time optimal projection equations ⋮ UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems ⋮ Discussion on: ``UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems ⋮ Compensatability and optimal compensation of systems with white parameters in the delta domain ⋮ State estimation over lossy channel via online measurement coding: algorithm design and performance optimization ⋮ LQG-like control of scalar systems over communication channels: the role of data losses, delays and SNR limitations ⋮ Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise ⋮ Minimal representation of matrix valued white stochastic processes and U–D factorisation of algorithms for optimal control
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