Equivalent discrete optimal control problem for randomly sampled digital control systems

DOI10.1080/00207728008967059MaRDI QIDQ3898415zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3435336 (Why is no real title available?)
• scientific article; zbMATH DE number 3388297 (Why is no real title available?)
• A separation theorem for the stochastic sampled-data LQG problem
• On the behaviour of optimal linear sampled-data regulators†

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
• Stabilization of discrete-time systems with stochastic parameters
• Weighted stochastic Riccati equations for generalization of linear optimal control
• 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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