ADDITIVE CONTROL OF STOCHASTIC LINEAR-SYSTEMS WITH FINITE-HORIZON

被引:61
|
作者
CHOW, PL [1 ]
MENALDI, JL [1 ]
ROBIN, M [1 ]
机构
[1] INST NATL RECH INFORMAT & AUTOMAT,F-78153 LE CHESNAY,FRANCE
关键词
D O I
10.1137/0323051
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
引用
收藏
页码:858 / 899
页数:42
相关论文
共 50 条
  • [1] OPTIMAL FINITE-HORIZON APPROXIMATION OF UNSTABLE LINEAR-SYSTEMS
    GUILLAUME, AM
    KABAMBA, PT
    [J]. JOURNAL OF GUIDANCE CONTROL AND DYNAMICS, 1985, 8 (02) : 278 - 280
  • [2] CONVEX OPTIMIZATION FOR FINITE-HORIZON ROBUST COVARIANCE CONTROL OF LINEAR STOCHASTIC SYSTEMS
    Kotsalis, Georgios
    Lan, Guanghui
    Nemirovski, Arkadi S.
    [J]. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2021, 59 (01) : 296 - 319
  • [3] Finite-Horizon Controllability and Reachability for Deterministic and Stochastic Linear Control Systems with Convex Constraints
    Dueri, Daniel
    Acokmese, Behcet
    Baldwin, Morgan
    Erwin, Richard S.
    [J]. 2014 AMERICAN CONTROL CONFERENCE (ACC), 2014, : 5016 - 5023
  • [4] Constrained Control Based on a Decomposition of Finite-horizon Linear Systems
    Hara, Naoyuki
    Kojima, Akira
    [J]. 2008 PROCEEDINGS OF SICE ANNUAL CONFERENCE, VOLS 1-7, 2008, : 3021 - +
  • [5] Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
    Bakolas, Efstathios
    [J]. AUTOMATICA, 2018, 91 : 61 - 68
  • [6] Finite-Horizon Covariance Control of Linear Time-Varying Systems
    Goldshtein, Maxim
    Tsiotras, Panagiotis
    [J]. 2017 IEEE 56TH ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2017,
  • [7] Finite-Horizon Separation-Based Covariance Control for Discrete-Time Stochastic Linear Systems
    Bakolas, Efstathios
    [J]. 2018 IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2018, : 3299 - 3304
  • [8] Finite-horizon H∞ tracking control for discrete-time linear systems
    Wang, Jian
    Wang, Wei
    Liang, Xiaofeng
    Zuo, Chao
    [J]. INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2023, 34 (01) : 54 - 70
  • [9] Finite-Horizon Optimal Control of Discrete-Time Switched Linear Systems
    Zhu, Qixin
    Xie, Guangming
    [J]. MATHEMATICAL PROBLEMS IN ENGINEERING, 2012, 2012
  • [10] Finite-Horizon Dynamic Games for a Class of Nonlinear Stochastic Systems
    Mukaidani, Hiroaki
    Xu, Hua
    Dragan, Vasile
    Yamamoto, Toru
    [J]. 2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 519 - 524