Generalized polynomial optimization of stochastic feedback control

DOI10.1080/00207178708933805zbMATH Open0618.93077OpenAlexW2097030885MaRDI QIDQ3755347FDOQ3755347

Author name not available (Why is that?)

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00207178708933805

zbMATH Keywords

diophantine equationquadratic cost criterionmultivariable plantdiscrete-time feedbackcoloured output measurement noise

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Multivariable systems, multidimensional control systems (93C35) Optimal stochastic control (93E20) Algebraic methods (93B25) Linear Diophantine equations (11D04)

Cites Work

• Minimax frequency domain performance and robustness optimization of linear feedback systems
• Multivariate controllers for LQG self-tuning applications with coloured measurement noise and dynamic cost weighting

Cited In (15)

• Variance formulae for feedback stochastic control systems
• Stochastic polynomial optimization
• Title not available (Why is that?)
• Optimal regulation using measurement feedback: a polynomial approach
• Polynomial optimization of stochastic discrete-time control for unstable plants
• A variational approach to the polynomial optimization of multivariabie control with coloured measurement noise
• Title not available (Why is that?)
• Polynomial Optimization of Stochastic Feedback Control for Stable Plants
• A variational approach to the polynomial optimization of multivariable control with coloured noise at the controller output
• A variational approach to polynomial optimization of feedback control
• Polynomial optimization of stochastic continuous-time control for unstable plants
• Generalised polynomial chaos expansion approaches to approximate stochastic model predictive control^†
• Polynomial optimization of stochastic feedback control for unstable plants
• Optimal H _∞ multivariable robust controllers and the relationship to LQG design problems
• Implied polynomial matrix equations in multivariable stochastic optimal control

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