Optimal stabilizing controllers for linear discrete‐time stochastic systems | Zendy

Feng JunE | Zendy; Lam James | Zendy; Xu Shengyuan | Zendy; Shu Zhan | Zendy

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Optimal stabilizing controllers for linear discrete‐time stochastic systems

Author(s) -

Feng JunE,

Lam James,

Xu Shengyuan,

Shu Zhan

Publication year - 2007

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.833

Subject(s) - spectral radius , discrete time and continuous time , control theory (sociology) , computer science , state (computer science) , linear system , mathematical optimization , mathematics , control (management) , eigenvalues and eigenvectors , algorithm , mathematical analysis , statistics , quantum mechanics , artificial intelligence , physics

The relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closed‐loop systems. Based on the relationship, this paper provides a design method for state feedback controllers, which ensure that the closed‐loop systems converge as fast as possible. Finally, a numerical example is used to illustrate the developed method. Copyright © 2007 John Wiley & Sons, Ltd.

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