• DocumentCode
    852828
  • Title

    Further results on the stabilizing property of certainty equivalent controllers

  • Author

    Yaz, Engin

  • Author_Institution
    Univ. of Arkansas, Fayetteville, AR, USA
  • Volume
    31
  • Issue
    6
  • fYear
    1986
  • fDate
    6/1/1986 12:00:00 AM
  • Firstpage
    586
  • Lastpage
    587
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1986.1104323
  • Filename
    1104323
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=852828