Output‐based H2 optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients

DOI10.1002/RNC.3173MaRDI QIDQ3458644zbMATH OpenOpenAlexFDO

Authors Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica

Publication date 21 December 2015

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/rnc.3173

zbMATH Keywords

\(H_{2}\) optimal filteringMarkov switchingperiodic coefficientsRiccati equations

Mathematics Subject Classification ID

White noise theory (60H40) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• \(\mathcal H_2\) norm of linear time-periodic systems: a perturbation analysis
• \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
• Continuous-time state-feedback H₂-control of Markovian jump linear systems via convex analysis
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• scientific article; zbMATH DE number 2136426 (Why is no real title available?)
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Quadratic costs and second moments of jump linear systems with general Markov chain
• State-space solutions to standard H/sub 2/ and H/sub infinity / control problems
• Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
• Time-varying discrete linear systems: input-output operators; Riccati equations; disturbance attenuation

Cited in

(5)

• \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems
• Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
• H₂optimal control for a wide class of discrete-time linear stochastic systems
• H₂ optimal controllers for a large class of linear stochastic systems with periodic coefficients
• H₂ optimal filtering for discrete-time linear stochastic systems with periodic coefficients and Markovian jumping

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