Title :
Further results on the stabilizing property of certainty equivalent controllers
Author_Institution :
Univ. of Arkansas, Fayetteville, AR, USA
fDate :
6/1/1986 12:00:00 AM
Abstract :
The conditions which guarantee the stabilization of stochastic-parameter systems by infinite-horizon certainty-equivalent controllers are generalized to the case of random matrices with possibly correlated elements. The same conditions are shown to be sufficient for stabilizability by the corresponding optimal controllers.
Keywords :
Linear systems, stochastic; Stability, linear systems; Stochastic optimal control, linear systems; Stochastic systems, linear; Automatic control; Constraint optimization; Control systems; Covariance matrix; Lyapunov method; Optimal control; Riccati equations; Stochastic resonance; Stochastic systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1986.1104323
