LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
DOI10.1016/J.JFRANKLIN.2006.02.038zbMATH Open1116.93390OpenAlexW1976350890MaRDI QIDQ855933FDOQ855933
Authors: Feng-Hsiag Hsiao, Sheng-Dong Xu, Shih-Lin Wu, Gwo-Chuan Lee 
Publication date: 7 December 2006
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfranklin.2006.02.038
Recommendations
- Optimal LQG controller for linear stochastic systems with unknown parameters
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- Optimal control of discrete-time stochastic systems
- Discrete time LQG controls with control dependent noise
- On LQG control of linear stochastic systems with control dependent noise
- scientific article; zbMATH DE number 4101081
- Linear-quadratic optimal control for discrete-time stochastic descriptor systems
- LOG optimal control design for uncertain systems
- scientific article; zbMATH DE number 3976920
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods
Filtering in stochastic control theory (93E11) Stochastic programming (90C15) Synthesis problems (93B50) Asymptotic stability in control theory (93D20) Stochastic systems in control theory (general) (93E03) Least squares and related methods for stochastic control systems (93E24)
Cites Work
- Stability of time-delay systems
- Title not available (Why is that?)
- Optimal controller for linear systems with time delays in input and observations
- Criteria for asymptotic stability of linear time-delay systems
- A closed-form optimal control for linear systems with equal state and input delays
- Optimal filtering for linear state delay systems
- Stability and control of time-delay systems
- Title not available (Why is that?)
- Minimax control of linear stochastic systems with noise uncertainty
- LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
Cited In (19)
- Guaranteed control performance robust LQG regulator for discrete-time Markovian jump systems with uncertain noise
- LQG optimal and robust controller design for nonlinear stochastic systems: Multivariable case
- Design of minimax robust LQG controllers under parameter and noise uncertainties
- Robust LQG optimal controller design for multivariable discrete saturating systems with noise spectral uncertainties and nonlinear time- varying unmodeled dynamics
- The linear-exponential-quadratic-Gaussian control for discrete systems with application to reliable stabilization
- Improved Dynamic Programming Methods for Optimal Control of Lumped-Parameter Stochastic Systems
- Fault diagnosis and fault-tolerant control for non-Gaussian nonlinear stochastic systems via entropy optimisation
- Title not available (Why is that?)
- LOG optimal control design for uncertain systems
- Solution of the stochastic \(H_{\infty }\)-optimization problem for discrete time linear systems under parametric uncertainty
- LQG optimal control system design under plant perturbation and noise uncertainty: A state-space approach
- Research on dual control algorithm for LQG with unknown parameters
- LQG controller synthesis with plant and noise spectral uncertainties
- LQG homing problem with a maximin cost
- Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises
- Uncertain variance in an optimal linear system with white gain
- Optimal control of LQG problem with an explicit trade-off between mean and variance
- Parametric optimal control of uncertain systems under an optimistic value criterion
- Optimal LQG controller for linear stochastic systems with unknown parameters
This page was built for publication: LQG optimal control of discrete stochastic systems under parametric and noise uncertainties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q855933)
