On discrete-time linear quadratic control

Adam Czornik

doi:10.1016/S0167-6911(98)00083-8

On discrete-time linear quadratic control

Adam Czornik

Katedra Automatyki i Robotyki (RAU/RAU3)

Wyniki badań: Wkład do czasopisma › Artykuł › recenzja

10 Cytowania z bazy Scopus

Abstrakt

The discrete-infinite time stochastic control system with complete observation is considered with quadratic cost functional when the coefficients of the system and cost functional are not time-invariant. It has been shown that the optimal control law has the form of time invariant feedback under the assumption that the coefficients have limits as time tends to infinity. In addition, asymptotic property of the solution of the difference Riccati equation with time-varying coefficients are established.

Język oryginału	angielski
Strony (od–do)	101-107
Liczba stron	7
Czasopismo	Systems and Control Letters
Tom	36
Numer wydania	2
Identyfikatory DOI	https://doi.org/10.1016/S0167-6911(98)00083-8
Status publikacji	Opublikowano - 15 lut 1999

Obszary tematyczne ASJC Scopus

Inżynieria sterowania i systemów
Informatyka ogólna
Inżynieria mechaniczna
Inżynieria elektryczna i elektroniczna

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10.1016/S0167-6911(98)00083-8

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Cytowanie

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N2 - The discrete-infinite time stochastic control system with complete observation is considered with quadratic cost functional when the coefficients of the system and cost functional are not time-invariant. It has been shown that the optimal control law has the form of time invariant feedback under the assumption that the coefficients have limits as time tends to infinity. In addition, asymptotic property of the solution of the difference Riccati equation with time-varying coefficients are established.

AB - The discrete-infinite time stochastic control system with complete observation is considered with quadratic cost functional when the coefficients of the system and cost functional are not time-invariant. It has been shown that the optimal control law has the form of time invariant feedback under the assumption that the coefficients have limits as time tends to infinity. In addition, asymptotic property of the solution of the difference Riccati equation with time-varying coefficients are established.

KW - LQG-problem

KW - Time-varying Riccati equation

UR - https://www.scopus.com/pages/publications/0004230802

U2 - 10.1016/S0167-6911(98)00083-8

DO - 10.1016/S0167-6911(98)00083-8

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EP - 107

JO - Systems and Control Letters

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ER -

On discrete-time linear quadratic control

Abstrakt

Obszary tematyczne ASJC Scopus

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