Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises

DOI10.1007/S10957-020-01735-5MaRDI QIDQ2055337zbMATH OpenOpenAlexFDO

Authors Nati Twito, Moshe Idan, Jason L. Speyer

Publication date 1 December 2021

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-020-01735-5

zbMATH Keywords

stochastic controlheavy tailed distributionsoptimal controller synthesis for systems with uncertainties

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 1001726 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• A stochastic controller for a scalar linear system with additive Cauchy noise
• An estimation approach for linear stochastic systems based on characteristic functions
• Cauchy Estimation for Linear Scalar Systems
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Discrete-time sliding mode control. A multirate output feedback approach.
• Multivariate Cauchy estimator with scalar measurement and process noises
• Multivariate characteristic and correlation functions
• Robust and Trend-Following Student's t Kalman Smoothers
• Sliding Mode Control in Stochastic Continuos-Time Systems: <inline-formula> <tex-math notation="LaTeX">$\boldsymbol{\mu}$</tex-math> </inline-formula>-zone <inline-formula> <tex-math notation="LaTeX">$\boldsymbol{MS}$&l
• State estimation for linear scalar dynamic systems with additive Cauchy noises: characteristic function approach
• Stochastic Control for Linear Systems With Additive Cauchy Noises
• Stochastic Estimation for Two-State Linear Dynamic Systems With Additive Cauchy Noises
• Stochastic Processes, Estimation, and Control
• Variable structure control of stochastic systems

Cited in

(3)

• Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise
• A stochastic controller for a scalar linear system with additive Cauchy noise
• Fully probabilistic control for stochastic nonlinear control systems with input dependent noise

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