Title :
Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
fDate :
11/1/1989 12:00:00 AM
Abstract :
The author considers a class of discrete-time nonlinear stochastic control systems whose nonlinearities are described by statistical means. By introducing the proper mean-square stabilizability and detectability properties of such systems and giving a characterization of these properties in terms of system parameters, he examines the steady-state properties of quadratically optimal controllers. A robustness property of these controllers is pointed out
Keywords :
discrete time systems; nonlinear control systems; optimal control; stability; stochastic systems; detectability; discrete time systems; mean-square stabilizability; nonlinear stochastic systems; nonlinearities; quadratic optimal control; robustness; Control nonlinearities; Control systems; Infinite horizon; Nonlinear control systems; Optimal control; Riccati equations; Robust control; Stability; Steady-state; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
