scientific article; zbMATH DE number 2062956

MaRDI QIDQ4459626zbMATH OpenFDO

Authors Xin Huang, Liqian Zhang, Biao Huang

Publication date 29 March 2004

zbMATH Keywords

dynamic output controllergeneralised covariance constraintslinear matrix inequalitiessemidefinite programmingstochastic LQ control

Mathematics Subject Classification ID

Linear inequalities of matrices (15A39) Semidefinite programming (90C22) Optimal stochastic control (93E20)

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Cited in

(3)

• Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
• A Convergent Algorithm for the Output Covariance Constraint Control Problem
• Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems

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