On solving discrete-time periodic Riccati equations [PDF]
, 2005 Two numerically reliable algorithms to compute the periodic nonnegative definite stabilizing solution ofdiscrete-time periodic Riccati equations are proposed.
A. Varga, Varga, Andras
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The General Inner-Outer Factorization Problem for Discrete-Time Systems [PDF]
, 1999 In this paper we give a theoretical and a computational solution to the most general inner-outer factorization problem formulated for a discrete-time system G.
A. Varga +3 more
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A numerical evaluation of solvers for the periodic Riccati differential equation [PDF]
, 2009 Efficient and accurate structure exploiting numerical methods for solving the periodic Riccati differential equation (PRDE) are addressed. Such methods are essential, for example, to design periodic feedback controllers for periodic control systems ...
Andras Varga +14 more
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Kalman Filter-Smoothed Random Walk Based Centralized Controller for Multi-Input Multi-Output Processes [PDF]
International Journal of Industrial Electronics, Control and Optimization, 2019 In this paper, a novel centralized controller is presented to control multi-input multi-output industrial processes with heavy interactions and significant time-delays.
Saeed Tavakoli +3 more
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A Novel Iterative Learning Control Approach Based on Steady-State Kalman Filtering
IEEE Access, 2019 This paper presents a novel off-line iterative learning control algorithm for multiple-input-multiple-output time-varying discrete stochastic systems.
Tianbo Zhang +3 more
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Discrete-Time Indefinite Stochastic LQ Control via SDP and LMI Methods
Journal of Applied Mathematics, 2012 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.
Shaowei Zhou, Weihai Zhang
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H∞ Control of Discrete-Time Stochastic Systems With Borel-Measurable Markov Jumps
IEEE Access, 2020 This paper is concerned with a kind of discrete-time stochastic systems with Markov jump parameters taking values in a Borel measurable set. First, both strong exponential stability and exponential stability in the mean square sense are introduced for ...
Hongji Ma, Yuechen Cui, Yongli Wang
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, 2016 This paper introduces a new decomposition of the constrained generalized discrete-time algebraic Riccati equation arising in linear quadratic optimal control problems into two parts: the first part is an explicit expression which is common to all ...
FERRANTE, AUGUSTO +3 more
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APPROXIMATING SOLUTIONS FOR A CLASS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS [PDF]
Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie, 2018 In this paper we consider a linear quadratic control problem for a class of discretetime fractional order systems with multiplicative noise and we find lower bounds of the optimal cost and approximating solutions for the optimal control law.
Viorica Mariela Ungureanu
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Optimal Tracking Performance of MIMO Discrete-Time Systems with Network Parameters
Discrete Dynamics in Nature and Society, 2016 The optimal regulation properties of multi-input and multioutput (MIMO) discrete-time networked control systems (NCSs), over additive white Gaussian noise (AWGN) fading channels, based on state space representation, are investigated.
Chao-Yang Chen +4 more
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