Optimal stabilizing controllers for linear discrete-time stochastic systems
β Scribed by Jun-E Feng; James Lam; Shengyuan Xu; Zhan Shu
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 110 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0143-2087
- DOI
- 10.1002/oca.833
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β¦ Synopsis
Abstract
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 closedβloop systems. Based on the relationship, this paper provides a design method for state feedback controllers, which ensure that the closedβloop systems converge as fast as possible. Finally, a numerical example is used to illustrate the developed method. Copyright Β© 2007 John Wiley & Sons, Ltd.
π SIMILAR VOLUMES
In this paper, we study stabilizing controllers for time varying bilinear systems. Here, the feedback function, f in our paper is for larger classes than those given in the current literature. We establish existence theorems for stabilizing bilinear systems by output feedback from a large class. The
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