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.
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页码：121 / 123
页数：3
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