DocumentCode
1545814
Title
A generalization of the uncertainty threshold principle
Author
Yaz, Engin
Author_Institution
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Volume
35
Issue
8
fYear
1990
fDate
8/1/1990 12:00:00 AM
Firstpage
942
Lastpage
944
Abstract
A generalized version of the uncertainty threshold principle is presented for discrete-time systems with both jump Markov parameters and independent (white) multiplicative noises. It is shown that this threshold is not to be exceeded for the existence of the quadratically optimal steady-state control for this class of systems
Keywords
Markov processes; control system analysis; discrete time systems; optimal control; discrete-time systems; jump Markov parameters; multiplicative noises; optimal steady-state control; uncertainty threshold principle; Automatic control; Computation theory; Control systems; Controllability; Matrix converters; Optimal control; Power system modeling; Stochastic systems; Uncertainty; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.58508
Filename
58508
Link To Document