Title :
A generalization of the uncertainty threshold principle
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
fDate :
8/1/1990 12:00:00 AM
Abstract :
A generalized version of the uncertainty threshold principle is presented for discrete-time systems with both jump Markov parameters and independent (white) multiplicative noises. It is shown that this threshold is not to be exceeded for the existence of the quadratically optimal steady-state control for this class of systems
Keywords :
Markov processes; control system analysis; discrete time systems; optimal control; discrete-time systems; jump Markov parameters; multiplicative noises; optimal steady-state control; uncertainty threshold principle; Automatic control; Computation theory; Control systems; Controllability; Matrix converters; Optimal control; Power system modeling; Stochastic systems; Uncertainty; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
