Optimal stabilizing compensator for linear systems with state-dependent noise

DOI10.1080/07362999208809291MaRDI QIDQ4284082zbMATH OpenOpenAlexFDO

Authors Vasile Dragan, Toader Morozan, Aristide Halanay

Publication date 9 February 1995

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362999208809291

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15)

Cites work

• scientific article; zbMATH DE number 431598 (Why is no real title available?)
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• Dynamic Programming Approach to Stochastic Evolution Equations
• Lyapunov equations for time-varying linear systems
• On a Matrix Riccati Equation of Stochastic Control
• Periodic solutions of affine stochastic differential equations

Cited in

(27)

• AnH₂-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
• \(H^{2}\) optimal control for linear stochastic systems
• Retarded state-multiplicative stochastic systems - robust \(H_\infty\) and \(H_2\) vertex-dependent filtering
• \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
• Stabilization of companion form systems by mean zero noise
• \(H_\infty\) output-feedback control of discrete-time systems with state-multiplicative noise
• Robust stability and stabilization of a class of nonlinear discrete time stochastic systems: an LMI approach
• On the sensitivity of the coupled continuous-time Riccati equation
• H_∞ preview tracking control of retarded state‐multiplicative stochastic systems
• Optimal state estimation for equality‐constrained systems with complex noise
• <tex>L^{1}</tex>-optimal compensators for continuous-time systems
• A small gain theorem for linear stochastic systems
• Optimal Steady-State Disturbance Compensation for Constrained Linear Systems: The Gaussian Noise Case
• Stability and control for linear systems with jump Markov perturbations
• Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
• \(H_\infty\) stochastic state-multiplicative uncertain systems-robust Luenberger filters
• Static \(H_{2}\) and \(H_{\infty }\) output-feedback of discrete-time LTI systems with state multiplicative noise
• Solution of the state-dependent noise optimal control problem in terms of Lyapunov iterations
• H₂optimal control for a wide class of discrete-time linear stochastic systems
• Static output-feedback of state-multiplicative systems with application to altitude control
• Stochastic \(H^2\) optimal control for a class of linear systems with periodic coefficients
• Robust \(H_{\infty}\) output-feedback control of retarded state-multiplicative stochastic systems
• Global solutions to a game-theoretic Riccati equation of stochastic control
• Robust \(H_2/H_{\infty}\) filter design for a class of nonlinear stochastic systems with state-dependent noise
• The γ-attenuation problem for systems with state dependent noise
• Robust vertex-dependent \(H_\infty\) and \(H_2\) estimation for stochastic linear systems
• Robust predictor based control of state multiplicative noisy retarded systems

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