A Convergent Algorithm for the Output Covariance Constraint Control Problem

DOI10.1137/S0363012994263974zbMATH Open0872.93078OpenAlexW2095126730MaRDI QIDQ3128463FDOQ3128463

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

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zbMATH Keywords

iterative algorithmoptimal controlcovariance constraintmultiple performance constraints

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Cited In (7)

• Integrated modeling and controller design with application to flexible structure control
• Probabilistic design of LPV control systems.
• Guaranteed cost regulator design: a probabilistic solution and a randomized algorithm
• Convergence of a numerical algorithm for calculating optimal output feedback gains
• Robust input covariance constraint control for uncertain polytopic systems
• Alternating convex projection methods for covariance control design
• Title not available (Why is that?)

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