• DocumentCode
    851755
  • Title

    Certainty equivalent control of stochastic systems: Stability property

  • Author

    Yaz, Engin

  • Author_Institution
    Univ. of Arkansas, Fayetteville, AR, USA
  • Volume
    31
  • Issue
    2
  • fYear
    1986
  • fDate
    2/1/1986 12:00:00 AM
  • Firstpage
    178
  • Lastpage
    180
  • Abstract
    This work presents sufficient conditions for infinite and sliding finite-horizon certainty equivalence controllers to stabilize discrete linear systems disturbed by scalar multiplicative white noise sequences. These conditions also guarantee stabilizability by the optimal controllers.
  • Keywords
    Linear systems, stochastic; Stability, linear systems; Stochastic systems, linear; Automatic control; Control systems; Large-scale systems; Linear systems; Optimal control; Sliding mode control; Stability; Stochastic resonance; Stochastic systems; Variable structure systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104214
  • Filename
    1104214
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=851755