On Constrained MMVC of Discrete-Time First-Order Linear Stochastic Systems with PSI I: The Critically Stable Case

2014 ◽  
Vol 17 (3) ◽  
pp. 932-941 ◽  
Author(s):  
Rudong Gai ◽  
Guanrong Chen
Automatica ◽  
2008 ◽  
Vol 44 (11) ◽  
pp. 2890-2895 ◽  
Author(s):  
Toivo Henningsson ◽  
Erik Johannesson ◽  
Anton Cervin

2014 ◽  
Vol 496-500 ◽  
pp. 1630-1633
Author(s):  
Qiu Ju Wang ◽  
Ru Dong Gai

This paper is devoted to the issue of the modified minimal variance control (MMVC)for the nth linear discrete-time systems under prospective strong intervention (PSI). At fist, establish the Nth order linear discrete time system model. Based on the research of the first-order linear discrete time systems under PSI with the constraint of minimal variance control, the algorithm is extended to the nth order linear discrete time systems, so one can get MMVC of the nth order linear discrete-time systems with constraint under PSI and by introducing two parameters to proof.


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