Stochastic linear quadratic control via random parameter‐dependent truncated balanced realization
DOI10.1002/RNC.5339zbMATH Open1525.93483MaRDI QIDQ6083897FDOQ6083897
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)
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uncertaintybalanced truncationmodel reductionrandom parametersgeneralized polynomial chaosparameter-dependent systemsstochastic linear quadratic controlintrusive and nonintrusive schemes
Linear-quadratic optimal control problems (49N10) System structure simplification (93B11) Optimal stochastic control (93E20)
Cites Work
- Principal component analysis in linear systems: Controllability, observability, and model reduction
- Title not available (Why is that?)
- A Survey of Model Reduction by Balanced Truncation and Some New Results
- Modeling uncertainty in steady state diffusion problems via generalized polynomial chaos
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- The Homogeneous Chaos
- An Online Method for Interpolating Linear Parametric Reduced-Order Models
- Balanced Truncation of Linear Time-Varying Systems
- LQG control for sampled-data systems under stochastic sampling
- Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems
- Stability-preserving parametric model reduction by matrix interpolation
- Linear quadratic regulation of systems with stochastic parameter uncertainties
- Robust LQR design for systems with probabilistic uncertainty
- Model order reduction of random parameter-dependent linear systems
- Normalized Coprime Robust Stability and Performance Guarantees for Reduced-Order Controllers
- LQG Balancing for Continuous-Time Infinite-Dimensional Systems
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