Polynomial Optimization of Stochastic Feedback Control for Stable Plants

DOI10.1093/imamci/5.3.243zbMath0648.93077OpenAlexW1996995607MaRDI QIDQ3794060

Michael M. Newmann, Adrian Phair Roberts

Publication date: 1988

Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/imamci/5.3.243

zbMATH Keywords

polynomial methodcontinuous-timespectral factorizationslinear multivariable plantsstationary stochastic feedback control

Mathematics Subject Classification ID

Factorization of matrices (15A23) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Matrix equations and identities (15A24) Optimal stochastic control (93E20) Algebraic methods (93B25)

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