Title :
Infinite horizon quadratic optimal control of a class of nonlinear stochastic systems
Author_Institution :
Dept. of Electr. Eng., Arkansas Univ., Fayetteville, AR, USA
Abstract :
The author considers the quadratic optimal control of a class of a nonlinear stochastic systems. By introducing proper stabilizability, detectability and observability conditions, the existence of the unique stabilizing infinite-horizon controller is proved
Keywords :
nonlinear control systems; observability; optimal control; stability; stochastic systems; detectability; infinite-horizon controller; nonlinear stochastic systems; observability; quadratic optimal control; stability; stabilizability; Closed loop systems; Control systems; Erbium; Infinite horizon; Observability; Optimal control; Performance analysis; Stability; Stochastic systems; White noise;
Conference_Titel :
Decision and Control, 1988., Proceedings of the 27th IEEE Conference on
Conference_Location :
Austin, TX
DOI :
10.1109/CDC.1988.194310
