Stochastic optimal linear discrete-time feedback control system using available measurements

DOI10.1080/00207728508926777MaRDI QIDQ3728790zbMATH OpenOpenAlexFDO

Authors H. V. Panossian

Publication date 1985

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728508926777

zbMATH Keywords

discrete noisy measurementslinear discrete-time systemspartially observable parametersquadratic performance criterionstochastic optimal feedback control

Mathematics Subject Classification ID

Synthesis problems (93B50) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

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Cites work

• A continuous-time reduced-order filter for estimating the state vector of a linear stochastic system†
• Linear control with incomplete state feedback and known initial-state statistics†
• Observers for optimal estimation of the state of linear stochastic discrete systems
• Performance degradation in digitally implemented optimal regulators using fixed-point arithmetic
• Stochastic adaptive control methods: a survey

Cited in

(17)

• A stochastic optimal feedback control problem with random-sized jumps
• Optimum design of measurement channels and control policies for linear- quadratic stochastic systems
• On prediction and control of discrete-time first-order linear stochastic systems with prospective strong intervention
• M-measurements indefinite linear quadratic optimal control for bilinear stochastic systems with multiplicative noises
• Simultaneous Optimal Control and Discrete Stochastic Sensor Selection
• Generalized Optimal Feedback Controllers for Discrete-Time Linear Systems
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• Partial closed-loop control structure for linear stochastic systems
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• Optimal output feedback control of discrete linear, singularly perturbed, stochastic systems
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• Optimal feedback control strategies for state-space systems with stochastic parameters
• Optimal regulator control for systems with time‐varying measurable and partially measurable disturbances
• Suboptimal linear feedback for a class of stochastic discrete-time systems
• Simultaneous design of measurement and control strategies for stochastic systems with feedback
• Measurement stability of time-optimal feedback control of two-input strictly normal linear systems

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