On Constrained MMVC of Discrete-Time First-Order Linear Stochastic Systems with PSI I: The Critically Stable Case

DOI10.1002/asjc.941zbMath1332.93333OpenAlexW1954535005MaRDI QIDQ2790000

Rudong Gai, Guan-Rong Chen

Publication date: 2 March 2016

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

Full work available at URL: https://doi.org/10.1002/asjc.941

zbMATH Keywords

stabilizationcritical stabilityprospective strong interventionmodified minimal variance control

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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• Adaptive <scp>H</scp>_∞ Control of Piecewise‐Linear Systems with Parametric Uncertainties and External Disturbances
• Kalman Filtering

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