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

DOI10.1016/J.AUTOMATICA.2013.11.005zbMATH Open1298.93363OpenAlexW2065506168MaRDI QIDQ463795FDOQ463795

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

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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)

Cites Work

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• An outlier nomination method based on the multihalver.
• Properties of the conjugate-gradient and Davidon methods
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• Cauchy Estimation for Linear Scalar Systems
• Multivariate Cauchy estimator with scalar measurement and process noises

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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