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

DOI10.1109/TAC.1977.1101567zbMATH Open0361.93042OpenAlexW2155873311MaRDI QIDQ4135326FDOQ4135326

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)

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

This page was built for publication: Linear regulator design for stochastic systems by a multiple time-scales method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4135326)