Mean‐field formulation for the infinite‐horizon mean–variance control of discrete‐time linear systems with multiplicative noises
نویسندگان
چکیده
منابع مشابه
Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises 355 Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises
Abstract: The paper deals with the Kalman stochastic filtering problem for linear continuoustime systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the...
متن کاملH∞ functional filtering for stochastic bilinear systems with multiplicative noises
This paper deals with the design of a reduced-order H∞ filter for a stochastic bilinear system with a prescribed H∞ norm criterion. The considered system is bilinear in control and with multiplicative noises in the dynamics and in the measurement equations. The problem is transformed into the search of a unique gain matrix by using Sylvester-like constraints. The approach is based on the resolu...
متن کاملQuantized stabilization for stochastic discrete-time systems with multiplicative noises
This paper considers the problem of quadratic mean-square stabilization of a class of stochastic linear systems using quantized state feedback. Different from the previous works where the system is restricted to be deterministic, we focus on stochastic systems with multiplicative noises in both the system matrix and the control input. A static quantizer is used in the feedback channel. It is sh...
متن کاملOptimal Filtering for Linear Systems with Multiplicative and Additive Wiener Noises
The problem of the optimal state estimation is solved for the system described by the continuous, linear, n-dimensional ordinary differential equation with multiplicative and additive Wiener noises. The obtained solution essentially relies on the recently developed optimal filtering theory for Itô-Volterra systems. Copyright c ©2005 IFAC.
متن کاملa new type-ii fuzzy logic based controller for non-linear dynamical systems with application to 3-psp parallel robot
abstract type-ii fuzzy logic has shown its superiority over traditional fuzzy logic when dealing with uncertainty. type-ii fuzzy logic controllers are however newer and more promising approaches that have been recently applied to various fields due to their significant contribution especially when the noise (as an important instance of uncertainty) emerges. during the design of type- i fuz...
15 صفحه اولذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IET Control Theory & Applications
سال: 2020
ISSN: 1751-8644,1751-8652
DOI: 10.1049/iet-cta.2020.0442