Optimal linear‐quadratic‐Gaussian control for discrete‐time linear systems with white and time‐correlated measurement Noises

Optimal Control Applications and Methods ◽

10.1002/oca.2734 ◽

2021 ◽

Author(s):

Wei Liu ◽

Peng Shi ◽

Xiangpeng Xie ◽

Dong Yue ◽

Shumin Fei

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Optimal Linear ◽

Measurement Noises ◽

Time Linear

Download Full-text

Performance evaluations and robustness issues of discrete time linear quadratic Gaussian control design

10.1109/secon.1988.194861 ◽

2003 ◽

Author(s):

T.-T. Lee ◽

W.-H. Wang

Keyword(s):

Discrete Time ◽

Control Design ◽

Performance Evaluations ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Time Linear

Download Full-text

Optimal filtering for discrete-time linear systems with multiplicative and time-correlated additive measurement noises

IET Control Theory and Applications ◽

10.1049/iet-cta.2014.0545 ◽

2015 ◽

Vol 9 (6) ◽

pp. 831-842 ◽

Cited By ~ 20

Author(s):

Wei Liu

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Optimal Filtering ◽

Measurement Noises ◽

Time Linear

Download Full-text

Data-driven robust fault tolerant linear quadratic preview control of discrete-time linear systems with completely unknown dynamics

International Journal of Control ◽

10.1080/00207179.2019.1581379 ◽

2019 ◽

Vol 94 (1) ◽

pp. 49-59 ◽

Cited By ~ 4

Author(s):

Kezhen Han ◽

Jian Feng

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Fault Tolerant ◽

Data Driven ◽

Linear Quadratic ◽

Preview Control ◽

Time Linear

Download Full-text

Stochastic linear quadratic regulation for discrete-time linear systems with input delay

Automatica ◽

10.1016/j.automatica.2009.04.024 ◽

2009 ◽

Vol 45 (9) ◽

pp. 2067-2073 ◽

Cited By ~ 16

Author(s):

Xinmin Song ◽

Huanshui Zhang ◽

Lihua Xie

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Input Delay ◽

Linear Quadratic ◽

Linear Quadratic Regulation ◽

Time Linear

Download Full-text

Optimal Filtering for Discrete-Time Linear Systems With Time-Correlated Multiplicative Measurement Noises

IEEE Transactions on Automatic Control ◽

10.1109/tac.2015.2480238 ◽

2016 ◽

Vol 61 (7) ◽

pp. 1972-1978 ◽

Cited By ~ 20

Author(s):

Wei Liu

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Optimal Filtering ◽

Measurement Noises ◽

Time Linear

Download Full-text

Optimal linear quadratic Gaussian control for discrete time‐varying system with simultaneous input delay and state/control‐dependent noises

Optimal Control Applications and Methods ◽

10.1002/oca.2576 ◽

2020 ◽

Vol 41 (3) ◽

pp. 882-897

Author(s):

Xiao Lu ◽

Qiyan Zhang ◽

Xiao Liang ◽

Haixia Wang ◽

Chunyang Sheng ◽

...

Keyword(s):

Discrete Time ◽

Input Delay ◽

Time Varying ◽

State Control ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Optimal Linear ◽

Simultaneous Input

Download Full-text

Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters

Automatica ◽

10.1016/j.automatica.2007.04.014 ◽

2008 ◽

Vol 44 (1) ◽

pp. 119-127 ◽

Cited By ~ 18

Author(s):

Duan Li ◽

Fucai Qian ◽

Peilin Fu

Keyword(s):

Discrete Time ◽

Dual Control ◽

Linear Quadratic ◽

Unknown Parameters ◽

Linear Quadratic Gaussian ◽

Time Linear

Download Full-text

Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems

SIAM Journal on Control and Optimization ◽

10.1137/s0363012903431189 ◽

2004 ◽

Vol 43 (4) ◽

pp. 1196-1221 ◽

Cited By ~ 10

Author(s):

Mark R. Opmeer ◽

Ruth F. Curtain

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Linear Quadratic ◽

Linear Quadratic Gaussian ◽

Infinite Dimensional

Download Full-text

LINEAR QUADRATIC GAUSSIAN CONTROL OF DISCRETE-TIME MARKOV JUMP LINEAR SYSTEMS WITH HORIZON DEFINED BY STOPPING TIMES

IFAC Proceedings Volumes ◽

10.3182/20050703-6-cz-1902.00356 ◽

2005 ◽

Vol 38 (1) ◽

pp. 25-30

Author(s):

Cristiane Nespoli ◽

Yusef R.C. Zúñiga ◽

João R. do Val Bosco

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Stopping Times ◽

Linear Quadratic ◽

Markov Jump ◽

Linear Quadratic Gaussian ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

Optimal Estimation for Discrete-Time Linear Systems in the Presence of Multiplicative and Time-Correlated Additive Measurement Noises

IEEE Transactions on Signal Processing ◽

10.1109/tsp.2015.2447491 ◽

2015 ◽

Vol 63 (17) ◽

pp. 4583-4593 ◽

Cited By ~ 36

Author(s):

Wei Liu

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Optimal Estimation ◽

Measurement Noises ◽

Time Linear

Download Full-text