Discrete-time indefinite LQ control with state and control dependent noises

2003 ◽  
Author(s):  
M.A. Rami ◽  
X. Chen ◽  
X.Y. Zhou
Keyword(s):  
Discrete Time ◽  
And Control ◽  
Lq Control

scholarly journals Discrete-Time Indefinite Stochastic LQ Control via SDP and LMI Methods

2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Shaowei Zhou ◽  
Weihai Zhang
Keyword(s):  
Discrete Time ◽  
Time Horizon ◽  
Algebraic Riccati Equation ◽  
Mean Square ◽  
Infinite Time ◽  
Lq Problem ◽  
The Cost ◽  
And Control ◽  
Indefinite Stochastic Lq Control ◽  
Lq Control

This paper studies a discrete-time stochastic LQ problem over an infinite time horizon with state-and control-dependent noises, whereas the weighting matrices in the cost function are allowed to be indefinite. We mainly use semidefinite programming (SDP) and its duality to treat corresponding problems. Several relations among stability, SDP complementary duality, the existence of the solution to stochastic algebraic Riccati equation (SARE), and the optimality of LQ problem are established. We can test mean square stabilizability and solve SARE via SDP by LMIs method.

Fast neural learning and control of discrete-time nonlinear systems

1995 ◽  
Vol 25 (3) ◽  
pp. 478-488 ◽  
Author(s):  
Liang Jin ◽  
P.N. Nikiforuk ◽  
M.M. Gupta
Keyword(s):  
Nonlinear Systems ◽  
Discrete Time ◽  
Neural Learning ◽  
And Control

scholarly journals Overlapping LQ Control of Discrete-Time Time-Varying Systems

2001 ◽  
Vol 34 (8) ◽  
pp. 389-394
Author(s):  
Lubomír Bakule ◽  
José Rodellar ◽  
Josep M. Rossell
Keyword(s):  
Discrete Time ◽  
Time Varying ◽  
Time Varying Systems ◽  
Lq Control
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