Title :
Stochastic control for singular systems
Author_Institution :
Dept. of Electr. & Comput. Eng., Louisiana State Univ., Baton Rouge, LA, USA
Abstract :
A state-space formulation for singular linear stationary systems with stationary random inputs is presented. Some preliminary steps in the derivation of an optimum control strategy in the sense of minimum-error variance using a Drazin inverse is used to form a generalized covariance matrix equation. The necessary and sufficient conditions for the solution of this equation, along with a novel technique for solving it are included. An example is provided to illustrate the technique.<>
Keywords :
linear systems; optimal control; state-space methods; stochastic systems; Drazin inverse; covariance matrix; linear filtering; minimum-error variance; necessary conditions; optimum control; random inputs; singular linear stationary systems; state-space; stochastic control; sufficient conditions; Computer errors; Control systems; Covariance matrix; Differential equations; Error correction; Maximum likelihood detection; State-space methods; Stochastic systems; Sufficient conditions; White noise;
Conference_Titel :
System Theory, 1988., Proceedings of the Twentieth Southeastern Symposium on
Conference_Location :
Charlotte, NC, USA
Print_ISBN :
0-8186-0847-1
DOI :
10.1109/SSST.1988.17037
