Design of optimal state controller robust to external disturbance for one class of nonstationary stochastic systems

DOI10.1134/S0005117915070097zbMath1320.93092OpenAlexW1216268852MaRDI QIDQ500292

M. E. Shaikin

Publication date: 2 October 2015

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117915070097

zbMATH Keywords

optimal controlrobust controlfeedback controllerstochastic dynamic systemsuncontrollable stochastic disturbances

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Perturbations in control/observation systems (93C73) Optimal stochastic control (93E20)

Related Items

Multiplicative stochastic systems: optimization and analysis ⋮ Output dynamic controller analysis for stochastic systems of multiplicative type ⋮ Multiplicative stochastic systems with multiple external disturbances

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