Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case

DOI10.1080/00207728908910214MaRDI QIDQ3835396zbMATH OpenOpenAlexFDO

Authors Keigo Watanabe, Spyros G. Tzafestas

Publication date 1989

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728908910214

zbMATH Keywords

sensitivitycomplementary sensitivitydual criteriondiphantine equationsobservation-weighted control

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Synthesis problems (93B50) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20)

Recommendations

• Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
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Cites work

• A general transfer function approach to linear stationary filtering and steady-state optimal control problems
• Feedback and optimal sensitivity: Model reference transformations, multiplicative seminorms, and approximate inverses
• Feedback system design: The fractional representation approach to analysis and synthesis
• H<sup>∞</sup>-optimal feedback controllers for linear multivariable systems
• Minimax frequency domain performance and robustness optimization of linear feedback systems
• On the Wiener-Hopf approach to optimal feedback design
• Optimal disturbance reduction in linear multivariable systems

Cited in

(5)

• Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
• Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
• LQG design of discrete systems using a dual criterion
• Weighted stochastic Riccati equations for generalization of linear optimal control
• Observations weighted controllers for linear stochastic systems

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