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Deterministic and stochastic control of discrete-time bilinear systems

โœ Scribed by K.N. Swamy; T.J. Tarn

Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
477 KB
Volume
15
Category
Article
ISSN
0005-1098

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โœฆ Synopsis

Optimal control of a class of time invariant singleinput, discrete bilinear systems is investigated in this paper. Both deterministic and stochastic problems are considered.

In the deterministic problem, for the initial state in a certain set ยฃ0, the solution is the same as the solution to the associated linear system. The optimal path may be a regular path or a singular path.

The stochastic control problem is considered with perfect state observation, and additive and multiplicative noise in the state equation. It is demonstrated that the presence of noise simplifies the analysis compared to that in the determinstic case.

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