Linear optimal stochastic control using instantaneous output feedback‡

DOI10.1080/00207177108931951zbMath0224.93055OpenAlexW2023235943WikidataQ126255248 ScholiaQ126255248MaRDI QIDQ5630959

Peter J. McLane

Publication date: 1971

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

Full work available at URL: https://doi.org/10.1080/00207177108931951

Mathematics Subject Classification ID

Feedback control (93B52) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Related Items (13)

Optimization of quasilinear stochastic control-nonlinear diffusion systems ⋮ Moment characteristic method in the optimal control theory of diffusion-type stochastic systems ⋮ Stabilization of linear systems with multiplicative perturbations and incomplete information ⋮ Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems ⋮ Feedback controllers for stochastic-parameter systems: Relations among various stabilizability conditions ⋮ Optimal instantaneous output-feedback controllers for linear stochastic systems ⋮ Optimal instantaneous output-feedback controllers for discrete-time linear systems with inaccessible state ⋮ Optimal low-order feedback controllers for discrete-time linear systems with inaccessible state ⋮ Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions ⋮ Guaranteed cost solution of optimal control and game problems for uncertain systems ⋮ Design of optimal constrained dynamic compensators for non-stationary linear stochastic systems ⋮ Minimum energy controllers with inequality constraints on output variances ⋮ Low sensitivity feedback gains for deterministic and stochastic control systems

Cites Work

• Optimal waveform design via control theoretic concepts
• The matrix minimum principle
• On observers in multi-variable control systems
• Derivation of the Moments of a Continuous Stochastic System
• Optimal Regulation of a Class of Linear Stochastic Systems Relative to Quadratic Criteria
• Sub-optimal Time-variable Feedback Control of Linear Dynamic Systems with Random Inputs†
• Optimal Stationary Control of a Linear System with State-Dependent Noise

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