Equivalent discrete optimal control problem for randomly sampled digital control systems

DOI10.1080/00207728008967059zbMATH Open0451.93066OpenAlexW2141989015MaRDI QIDQ3898415FDOQ3898415

Authors: Willem L. De Koning 

Publication date: 1980

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/10.1080/00207728008967059

zbMATH Keywords

digital controlstochastic samplingdeterministic sampling

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Control/observation systems governed by ordinary differential equations (93C15) Discrete-time control/observation systems (93C55) Sampled-data control/observation systems (93C57) Model systems in control theory (93C99) Optimal stochastic control (93E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• On the behaviour of optimal linear sampled-data regulators†
• A separation theorem for the stochastic sampled-data LQG problem

Cited In (13)

• Sliding-horizon optimal and certainty-equivalent controllers for stabilizing stochastic-parameter systems
• Stationary optimal control of stochastically sampled continuous-time systems
• Equivalence of two stochastic stabilizability conditions and its implications
• Optimal control of the wafer temperatures in diffusion/LPCVD reactors
• Optimal estimation of linear discrete-time systems with stochastic parameters
• Constant feedback stabilization of discrete-time systems with random-coefficients†
• UDU factored discrete-time Lyapunov recursions solve optimal reduced-order LQG problems
• The digital optimal regulator and tracker for stochastic time-varying systems
• Weighted stochastic Riccati equations for generalization of linear optimal control
• Stabilization of discrete-time systems with stochastic parameters
• The equivalent discrete-time optimal control problem for continuous-time systems with stochastic parameters
• Optimal, stabilizing control of a stochastic system driven by randomly correlated noise
• Stabilization of deterministic and stochastic-parameter discrete systems

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