Stochastic LQ-optimal control for 2-D systems (Q1901061)

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Stochastic LQ-optimal control for 2-D systems
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    Stochastic LQ-optimal control for 2-D systems (English)
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    1 November 1995
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    Using 2-D polynomial techniques the stochastic LQ-optimal control problem for linear systems described by the Fornasini-Marchesini model is solved. The parametrization of all stabilizing controllers is given and the minimizing one is obtained. The solvability conditions are established. A suboptimal controller is also considered.
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    2-D
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    LQ-optimal control
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    linear
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    Fornasini-Marchesini model
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    stabilizing controllers
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