TWO OPTIMAL CONTROL PROBLEM OF LINEAR DISCRETE-TIME SYSTEM

被引：0
|
作者：
汪咬元 [1 ]
机构：
[1] Wuhan Institute of Methmatical Sciences Academia Sinica
来源：
Acta Mathematica Scientia | 1983年 / 01期
关键词：
ZT; 二无一; TWO OPTIMAL CONTROL PROBLEM OF LINEAR DISCRETE-TIME SYSTEM;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In [1] the optimal stochastic control problem of linear discretetime system is discussed when the state noise has no delay. In[2]the optimal stochastic control problem is discussed when the state noise has a delay and the noise is independent of the measurement noise.
引用
收藏
页码：27 / 38
页数：12
相关论文
共 50 条
  • [31] OPTIMAL FILTERING PROBLEM FOR A DISCRETE-TIME DISTRIBUTED PARAMETER SYSTEM
    NAGAMINE, H
    OMATU, S
    SOEDA, T
    INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1979, 10 (07) : 735 - 749
  • [32] Linear Quadratic Optimal Control for Discrete-time Markov Jump Linear Systems
    Han, Chunyan
    Li, Hongdan
    Wang, Wei
    Zhang, Huanshui
    2018 IEEE 14TH INTERNATIONAL CONFERENCE ON CONTROL AND AUTOMATION (ICCA), 2018, : 769 - 774
  • [33] Two turnpike results for a discrete-time optimal control systems
    Zaslavski, Alexander J.
    NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS, 2009, 71 (12) : E902 - E909
  • [34] TIME-OPTIMAL CONTROL OF DISCRETE-TIME LINEAR SYSTEMS WITH BOUNDED CONTROLS
    LESSER, HA
    LAPIDUS, L
    AICHE JOURNAL, 1966, 12 (01) : 143 - &
  • [35] On finite time optimal control for discrete-time linear systems with parameter variation
    Fujimoto, Kenji
    Inoue, Teppei
    Maruyama, Shun
    2015 54TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2015, : 6524 - 6529
  • [36] DISCRETE-TIME OPTIMAL-CONTROL OF LINEAR TIME-DELAY SYSTEMS
    LEE, TT
    SHEU, HT
    OPTIMAL CONTROL APPLICATIONS & METHODS, 1994, 15 (02): : 115 - 121
  • [37] Algorithm for Solving of Two-Level Hierarchical Minimax Adaptive Control Problem in a Linear Discrete-Time Dynamical System
    Shorikov, Andrey F.
    IFAC PAPERSONLINE, 2018, 51 (32): : 838 - 843
  • [38] Optimal Control of Unknown Discrete-Time Linear Systems with Additive Noise
    Yang, Xue
    Liu, Shujun
    JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2023, 36 (02) : 591 - 612
  • [39] OPTIMAL PREDICTIVE CONTROL OF LINEAR DISCRETE-TIME STOCHASTIC SYSTEMS.
    Yahagi, Takashi
    Sakai, Katsuhito
    Electronics and Communications in Japan, Part I: Communications (English translation of Denshi Tsushin Gakkai Ronbunshi), 1985, 68 (12): : 27 - 36
  • [40] Optimal tracking control for linear discrete-time stochastic system based on adaptive dynamic programming
    Wang, Fang
    Chen, Xin
    Wang, Wei
    PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC), 2019, : 1398 - 1403
12345