Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization

DOI10.1002/RNC.5339MaRDI QIDQ6083897zbMATH OpenFDO

Authors Lyes Nechak, Henri-François Raynaud, Caroline Kulcsár

Publication date 31 October 2023

Published in International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

zbMATH Keywords

uncertaintybalanced truncationmodel reductionrandom parametersgeneralized polynomial chaosparameter-dependent systemsstochastic linear quadratic controlintrusive and nonintrusive schemes

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) System structure simplification (93B11) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 49187 (Why is no real title available?)
• A Survey of Model Reduction by Balanced Truncation and Some New Results
• An Online Method for Interpolating Linear Parametric Reduced-Order Models
• Balanced Truncation of Linear Time-Varying Systems
• LQG Balancing for Continuous-Time Infinite-Dimensional Systems
• LQG control for sampled-data systems under stochastic sampling
• Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems
• Linear quadratic regulation of systems with stochastic parameter uncertainties
• Model order reduction of random parameter-dependent linear systems
• Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
• Normalized Coprime Robust Stability and Performance Guarantees for Reduced-Order Controllers
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Robust LQR design for systems with probabilistic uncertainty
• Stability-preserving parametric model reduction by matrix interpolation
• The Homogeneous Chaos
• The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

Cited in

(1)

• On the application of Galerkin projection based polynomial chaos in linear systems and control

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