Title :
A generalized uncertainty threshold principle for discrete systems with jump Markov parameters and multiplicative noise
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
The author presents a generalized version of the uncertainty threshold principle for discrete-time systems with both jump Markov parameters and multiplicative noise. It is shown that it is only if this threshold is not exceeded that an optimal steady-state control can exist
Keywords :
Markov processes; discrete time systems; noise; optimal control; stochastic systems; discrete systems; discrete-time systems; generalized uncertainty threshold principle; jump Markov parameters; multiplicative noise; optimal control; steady-state control; stochastic systems; Aerospace control; Control systems; Engines; Optimal control; Performance analysis; Steady-state; Stochastic systems; Symmetric matrices; Uncertainty; Vectors;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194665
