Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters

DOI10.1109/9.704988MaRDI QIDQ4506540zbMATH OpenOpenAlexFDO

Authors A. Iparraguirre, Michael Taksar, Alexander S. Poznyak

Publication date 17 October 2000

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

Full work available at URL https://doi.org/10.1109/9.704988

zbMATH Keywords

stochastic systemstrackingtime-varying parametersrobust feedback

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Design techniques (robust design, computer-aided design, etc.) (93B51) Adaptive or robust stabilization (93D21)

Recommendations

• Robust Control of Linear Stochastic Systems with Fully Observable State
• Dynamic feedback control of stochastic-parameter systems
• Output feedback for a class of linear systems with stochastic jump parameters
• scientific article; zbMATH DE number 440434
• H/sub infinity / control and quadratic stabilization of systems with parameter uncertainty via output feedback

Cited in

(5)

• A distributed stochastic approximation algorithm for stochastic LQ control with unknown uncertainty
• Robust control of the output probability density functions for multivariable stochastic systems with guaranteed stability
• Robust stochastic maximum principle for multi-model worst case optimization
• Robust optimal control for minimax stochastic linear quadratic problem
• Robust variance-constrained design for uncertain continuous stochastic systems via output feedback

This page was built for publication: Robust output feedback control for linear stochastic systems in continuous time with time-varying parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4506540)