Title :
Output feedback stochastic linear quadratic optimal control
Author :
Zhang, Weihai ; Zhou, Shaowei
Author_Institution :
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao, China
Abstract :
This paper studies the output feedback stochastic linear quadratic (LQ) optimal control with state and control dependent noise. Firstly, some necessary/sufficient conditions for the static output feedback stabilizability are given. Secondly, infinite horizon static and dynamic output feedback LQ control are studied, respectively.
Keywords :
feedback; linear quadratic control; stability; stochastic systems; control dependent noise; dynamic output feedback LQ control; infinite horizon static output feedback LQ control; output feedback stochastic linear quadratic optimal control; state dependent noise; static output feedback stabilizability; Equations; Linear matrix inequalities; Optimal control; Output feedback; State feedback; Stochastic processes; Symmetric matrices;
Conference_Titel :
Intelligent Control and Information Processing (ICICIP), 2011 2nd International Conference on
Conference_Location :
Harbin
Print_ISBN :
978-1-4577-0813-8
DOI :
10.1109/ICICIP.2011.6008342
