Title :
Control of randomly varying systems with prescribed degree of stability
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
fDate :
4/1/1988 12:00:00 AM
Abstract :
The control of linear discrete-time systems with stochastic parameter matrices is discussed. Two control techniques are particularly used: infinite-horizon and finite-moving-horizon optimal regulators. It is shown that it is possible to design controllers with a guaranteed degree of exponential stochastic stability by properly modifying the performance indexes. In this way, the deterministic regulator problem with a prescribed degree of stability is extended to the case of stochastic parameter systems
Keywords :
discrete time systems; linear systems; optimal control; performance index; stability; stochastic systems; deterministic regulator; finite moving horizon optimal control; infinite horizon optimal control; linear discrete-time systems; performance indexes; randomly varying systems; stability; stochastic parameter systems; Control systems; Digital control; Infinite horizon; Optimal control; Performance analysis; Regulators; Stability; Stochastic processes; Stochastic systems; Symmetric matrices;
Journal_Title :
Automatic Control, IEEE Transactions on
