Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case

DOI10.1016/J.AUTOMATICA.2006.09.010zbMATH Open1117.93337OpenAlexW2087207435MaRDI QIDQ883365FDOQ883365

Authors: Francesco Carravetta, Gabriella Mavelli 

Publication date: 4 June 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.010

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zbMATH Keywords

regulationstochastic controlsuboptimal controlnon-Gaussian processesfiltering theoryfeedback systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Feedback control (93B52) Control/observation systems with incomplete information (93C41)

Cites Work

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Cited In (8)

• Discrete-time indefinite stochastic LQ control via SDP and LMI methods
• Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
• Title not available (Why is that?)
• Stochastic linear quadratic regulation for discrete-time linear systems with input delay
• On LQG control of linear stochastic systems with control dependent noise
• A stochastic optimal regulator for a class of nonlinear systems
• On the Linear Quadratic Gaussian Problem with Correlated Noise and Its Relation to Minimum Variance Control
• Indefinite LQ control for discrete-time stochastic systems via semidefinite programming

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