A stochastic controller for a scalar linear system with additive Cauchy noise

DOI10.1016/J.AUTOMATICA.2013.11.005MaRDI QIDQ463795zbMATH OpenOpenAlexFDO

Authors Jason L. Speyer, Moshe Idan, Javier H. Fernández

Publication date 17 October 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2013.11.005

zbMATH Keywords

stochastic controlheavy tailed distributionsoptimal controller synthesis for systems with uncertainties

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Synthesis problems (93B50) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
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• Incorporating state estimation into model predictive control and its application to network traffic control
• Multivariate Cauchy estimator with scalar measurement and process noises
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• Properties of the conjugate-gradient and Davidon methods
• Robust regression using iteratively reweighted least-squares
• Stochastic Processes, Estimation, and Control
• Stochastic tube MPC with state estimation

Cited in

(2)

• Corrected reprint of: A stochastic controller for a scalar linear system with additive Cauchy noise
• Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises

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