A Convergent Algorithm for the Output Covariance Constraint Control Problem

DOI10.1137/S0363012994263974MaRDI QIDQ3128463zbMATH OpenOpenAlexFDO

Authors

Publication date 13 October 1997

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012994263974

zbMATH Keywords

iterative algorithmoptimal controlcovariance constraintmultiple performance constraints

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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• Integrated modeling and controller design with application to flexible structure control
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• Alternating convex projection methods for covariance control design
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