Title :
Certainty equivalent control of stochastic systems: Stability property
Author_Institution :
Univ. of Arkansas, Fayetteville, AR, USA
fDate :
2/1/1986 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104214
