Optimal output feedback control of discrete linear, singularly perturbed, stochastic systems
Titel:
Optimal output feedback control of discrete linear, singularly perturbed, stochastic systems
Auteur:
Qureshi, Muhammad T. Shen, Xuemin Gajic, Zoran
Verschenen in:
International journal of control
Paginering:
Jaargang 55 (1992) nr. 2 pagina's 361-371
Jaar:
1992-02-01
Inhoud:
The static output feedback control problem for discrete linear, singularly perturbed, stochastic systems is studied. A recursive algorithm is presented to solve the corresponding coupled non-linear algebraic equations. The algorithm removes the ill-conditioning by decomposing the higher order equations into lower order equations and develops a technique which enables us to obtain an arbitrary accuracy, that is, 0(εj) (j = 1, 2, 3, …)a approximation for this problem. A numerical example is presented to support the theoretical results.