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

DOI10.1007/s10957-020-01735-5zbMath1478.93743OpenAlexW3048098449MaRDI QIDQ2055337

Moshe Idan, Nati Twito, 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

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

Uses Software

• fminsearch

Cites Work

• Unnamed Item
• Unnamed Item
• A stochastic controller for a scalar linear system with additive Cauchy noise
• An estimation approach for linear stochastic systems based on characteristic functions
• Variable structure control of stochastic systems
• Multivariate characteristic and correlation functions
• Discrete-time sliding mode control. A multirate output feedback approach.
• Stochastic Estimation for Two-State Linear Dynamic Systems With Additive Cauchy Noises
• Stochastic Control for Linear Systems With Additive Cauchy Noises
• 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">$\boldsymbol{MS}$</tex-math> </inline-formula>-Convergence
• State Estimation for Linear Scalar Dynamic Systems with Additive Cauchy Noises: Characteristic Function Approach
• Stochastic Processes, Estimation, and Control
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Cauchy Estimation for Linear Scalar Systems
• Robust and Trend-Following Student's t Kalman Smoothers
• Multivariate Cauchy Estimator with Scalar Measurement and Process Noises

This page was built for publication: Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises