Well-posedness of a model order reduction for singularly perturbed linear stochastic systems
DOI10.1002/OCA.4660080311zbMATH Open0617.93050OpenAlexW2119545395MaRDI QIDQ3754522FDOQ3754522
Authors: Zoran Gajic
Publication date: 1987
Published in: Optimal Control Applications \& Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/oca.4660080311
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stochastic controlstate estimationorder reductionwell-posed problemsingularly perturbed linear systems
Singular perturbations for ordinary differential equations (34E15) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Cites Work
- Singular perturbations and order reduction in control theory - an overview
- Near-optimum regulators for stochastic linear singularly perturbed systems
- Linear regulator design for stochastic systems by a multiple time-scales method
- Linear filtering of singularly perturbed systems
- Stochastic control of linear sigularly perturbed systems
- Multimodel strategies under random disturbances and imperfect partial observations
- Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†
Cited In (2)
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