DocumentCode
488713
Title
Control of Unknown Discrete Nonlinear Stochastic Systems with Guaranteed Stability and Performance
Author
Yaz, Engin
Author_Institution
Electrical Engineering Department, University of Arkansas, Fayetteville, AR 72701
fYear
1991
fDate
26-28 June 1991
Firstpage
370
Lastpage
371
Abstract
The control of unknown nonlinear discrete-time systems having stochatic cone-bounded nonlinearities is considered. First, a quadratic performance bound and the bound-optimal control is derived. Then, the existence and the stochastic stability robustness of the infinite horizon version of this bound-optimal controller are shown with the help of system theoretical properties of an auxiliary system.
Keywords
Control nonlinearities; Control systems; Cost function; Nonlinear control systems; Optimal control; Performance analysis; Robust control; Robust stability; Stochastic systems; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1991
Conference_Location
Boston, MA, USA
Print_ISBN
0-87942-565-2
Type
conf
Filename
4791390
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