Controller design of systems with multiplicative noise

DOI10.1109/TAC.1985.1103828MaRDI QIDQ3688293zbMATH OpenOpenAlexFDO

Authors Yannis A. Phillis

Publication date 1985

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1985.1103828

zbMATH Keywords

incomplete state informationfinite-horizon controlinfinite- horizonContinuous stochastic systemsscalar multiplicative and vector additive noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimality conditions for problems involving randomness (49K45) Linear systems in control theory (93C05) Model systems in control theory (93C99) Optimal stochastic control (93E20)

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• Output dynamic controller analysis for stochastic systems of multiplicative type
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• Robust variance control for systems with finite-signal-to-noise uncertainty
• Investigation of stochastic control systems with coupled multiplicative nonlinearities
• Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
• Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises
• U-D factorisation of the strengthened discrete-time optimal projection equations
• On stabilization of Itô stochastic time-varying systems
• Estimation and control of systems with unknown covariance and multiplicative noise
• Estimation in controlled stochastic systems with multiplicative noise
• scientific article; zbMATH DE number 4121913 (Why is no real title available?)
• Vertex‐dependent filtering of retarded uncertain state‐multiplicative noisy systems
• A single, continuously applied control policy for modeling reaching movements with and without perturbation
• \(H_{\infty}\) enhanced control design of discrete-time Takagi-Sugeno state-multiplicative noisy systems

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