This work concerns the development of a dual suboptimal controller for discrete time systems with stochastic parameters. The control signal is computed in such a way as to minimize the variance of the output around a reference value two steps ahead in time. The higher-order statistical moments are a
β¦ LIBER β¦
Rapid improvement of stochastic networks using two-moment approximations
β Scribed by Julien Granger; Ananth Krishnamurthy; Stephen M. Robinson
- Book ID
- 104045306
- Publisher
- Elsevier Science
- Year
- 2006
- Tongue
- English
- Weight
- 785 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0895-7177
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