ON THE STABILIZING CONTROL OF A CLASS OF NONLINEAR STOCHASTIC-SYSTEMS

被引：0

作者：

YAZ, E

机构：

[1] Department of Electrical Engineering, University of Arkansas, Fayetteville

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1991年 / 36卷 / 01期

关键词：

D O I：

10.1109/9.62279

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

In this note, we consider a class of discrete-time nonlinear stochastic control systems. By the use of proper mean-square stabilizability and observability conditions established before, we are able to show the relationship between the stabilization conditions for the moving- and infinite-horizon quadratic optimal controllers. This way, the existence of the mean-square stabilizing infinite-horizon controller implies the existence of a multitude of moving finite-horizon controllers with different horizon lengths with the same stability property. These results will allow the use of finite-stage solutions of a Riccati-like matrix equation in a stabilizing control design which may drastically reduce the computation time.

引用

页码：121 / 123

页数：3

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