Linear regulator design for stochastic systems by a multiple time-scales method

DOI10.1109/TAC.1977.1101567MaRDI QIDQ4135326zbMATH OpenOpenAlexFDO

Authors Demosthenis Teneketzis, Nils R. jun. Sandell

Publication date 1977

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1977.1101567

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited in

(14)

• Singular perturbation modelling of large-scale systems with multi-time-scale property
• Dynamical feedback control for a class of singularly perturbed linear systems using a full-order observer
• Singular perturbations in optimal control problems
• A multimodel approach to stochastic Nash games
• Control of linear singularly perturbed systems with colored noise disturbance
• Numerical fixed-point solution for near-optimum regulators of linear quadratic gaussian control problems for singularly perturbed systems†
• Singular perturbations and time-scale methods in control theory: Survey 1976-1983
• New risk-averse control paradigm for stochastic two-time-scale systems and performance robustness
• Multi-rate regulator design of two-time-scale systems via digital redesign method
• Well-posedness of a model order reduction for singularly perturbed linear stochastic systems
• The linear-quadratic-gaussian problem for singularly perturbed systems†
• Time-scale decoupling and order reduction for linear time-varying systems
• A multimodel approach to stochastic team problems
• Robust state estimation for singularly perturbed systems

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