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

DOI10.1016/j.automatica.2013.11.005zbMath1298.93363OpenAlexW2065506168MaRDI QIDQ463795

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

Related Items (1)

Maximum conditional probability stochastic controller for linear systems with additive Cauchy noises

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic tube MPC with state estimation
• An outlier nomination method based on the multihalver.
• Incorporating state estimation into model predictive control and its application to network traffic control
• Properties of the conjugate-gradient and Davidon methods
• Stochastic Processes, Estimation, and Control
• Robust regression using iteratively reweighted least-squares
• Cauchy Estimation for Linear Scalar Systems
• Optimal stochastic linear systems with exponential performance criteria and their relation to deterministic differential games
• A Rapidly Convergent Descent Method for Minimization
• Multivariate Cauchy Estimator with Scalar Measurement and Process Noises

This page was built for publication: A stochastic controller for a scalar linear system with additive Cauchy noise