Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters (Q1295121)
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| Language | Label | Description | Also known as |
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| English | Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters |
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Optimal reduced-order compensation of time-varying discrete-time systems with deterministic and white parameters (English)
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5 December 1999
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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.
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reduced-order control
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multiplicative noise
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optimal stochastic control
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discrete-time systems
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numerical algorithms
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two point boundary value problem
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