DocumentCode
2618168
Title
Stochastic control for singular systems
Author
Shafiee, Masoud
Author_Institution
Dept. of Electr. & Comput. Eng., Louisiana State Univ., Baton Rouge, LA, USA
fYear
1988
fDate
0-0 1988
Firstpage
172
Lastpage
175
Abstract
A state-space formulation for singular linear stationary systems with stationary random inputs is presented. Some preliminary steps in the derivation of an optimum control strategy in the sense of minimum-error variance using a Drazin inverse is used to form a generalized covariance matrix equation. The necessary and sufficient conditions for the solution of this equation, along with a novel technique for solving it are included. An example is provided to illustrate the technique.<>
Keywords
linear systems; optimal control; state-space methods; stochastic systems; Drazin inverse; covariance matrix; linear filtering; minimum-error variance; necessary conditions; optimum control; random inputs; singular linear stationary systems; state-space; stochastic control; sufficient conditions; Computer errors; Control systems; Covariance matrix; Differential equations; Error correction; Maximum likelihood detection; State-space methods; Stochastic systems; Sufficient conditions; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
System Theory, 1988., Proceedings of the Twentieth Southeastern Symposium on
Conference_Location
Charlotte, NC, USA
ISSN
0094-2898
Print_ISBN
0-8186-0847-1
Type
conf
DOI
10.1109/SSST.1988.17037
Filename
17037
Link To Document