Polynomial optimization of stochastic discrete-time control for unstable plants

DOI10.1080/00207179008934140zbMath0702.93065MaRDI QIDQ3481617

Adrian Phair Roberts, Michael M. Newmann

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/00207179008934140

zbMATH Keywords

unstable plants; \textit{V. Kučera's} second diophantine equation; matrix polynomial method; stationary stochastic inputs

Mathematics Subject Classification ID

93C35: Multivariable systems, multidimensional control systems

93C55: Discrete-time control/observation systems

93C05: Linear systems in control theory

93E20: Optimal stochastic control

Related Items

A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise, A variational approach to the polynomial optimization of multivariable control with coloured noise at the controller output, Descriptor Wiener state estimators, Polynomial optimization of stochastic continuous-time control for unstable plants

Cites Work

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