Premium
Feedback controllers for stochastic‐parameter systems: Relations among various stabilizability conditions
Author(s) -
Yaz Engin
Publication year - 1988
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660090308
Subject(s) - control theory (sociology) , horizon , mathematics , class (philosophy) , work (physics) , discrete time and continuous time , stability (learning theory) , computer science , control (management) , engineering , statistics , mechanical engineering , geometry , artificial intelligence , machine learning
Abstract In this work we consider various feedback controllers designed for linear stochastic‐parameter discrete‐time systems. These controllers are derived by use of different system models (true system model and its deterministic equivalent) and different performance criteria (infinite horizon and finite moving horizon) to stabilize the same class of systems. It is shown that sufficient conditions for almost‐sure and mean‐square stabilizability by these controllers are closely related.