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Article: Optimal stabilizing controllers for linear discrete-time stochastic systems

TitleOptimal stabilizing controllers for linear discrete-time stochastic systems
Authors
Feng, JELam, JXu, SSnu, Z
KeywordsDecay Rate
Discrete Time
Optimal Controller
Spectral Radius
Stochastic Systems
Issue Date2008
PublisherJohn Wiley & Sons Ltd. The Journal's web site is located at http://www3.interscience.wiley.com/cgi-bin/jhome/2133
Citation
Optimal Control Applications And Methods, 2008, v. 29 n. 3, p. 243-253 How to Cite?
DOI: http://dx.doi.org/10.1002/oca.833
AbstractThe relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closed-loop systems. Based on the relationship, this paper provides a design method for state feedback controllers, which ensure that the closed-loop systems converge as fast as possible. Finally, a numerical example is used to illustrate the developed method. Copyright © 2007 John Wiley & Sons, Ltd.
Persistent Identifierhttp://hdl.handle.net/10722/156968
ISSN
0143-2087
2023 Impact Factor: 2.0
2023 SCImago Journal Rankings: 0.553
ISI Accession Number ID
WOS:000257364400004
References
References in Scopus

 

DC FieldValueLanguage
dc.contributor.authorFeng, JEen_US
dc.contributor.authorLam, Jen_US
dc.contributor.authorXu, Sen_US
dc.contributor.authorSnu, Zen_US
dc.date.accessioned2012-08-08T08:44:45Z-
dc.date.available2012-08-08T08:44:45Z-
dc.date.issued2008en_US
dc.identifier.citationOptimal Control Applications And Methods, 2008, v. 29 n. 3, p. 243-253en_US
dc.identifier.issn0143-2087en_US
dc.identifier.urihttp://hdl.handle.net/10722/156968-
dc.description.abstractThe relationship between the spectral radius and the decay rate for discrete stochastic systems is investigated. Several equivalent conditions are obtained, which guarantee a specified decay rate of the closed-loop systems. Based on the relationship, this paper provides a design method for state feedback controllers, which ensure that the closed-loop systems converge as fast as possible. Finally, a numerical example is used to illustrate the developed method. Copyright © 2007 John Wiley & Sons, Ltd.en_US
dc.languageengen_US
dc.publisherJohn Wiley & Sons Ltd. The Journal's web site is located at http://www3.interscience.wiley.com/cgi-bin/jhome/2133en_US
dc.relation.ispartofOptimal Control Applications and Methodsen_US
dc.subjectDecay Rateen_US
dc.subjectDiscrete Timeen_US
dc.subjectOptimal Controlleren_US
dc.subjectSpectral Radiusen_US
dc.subjectStochastic Systemsen_US
dc.titleOptimal stabilizing controllers for linear discrete-time stochastic systemsen_US
dc.typeArticleen_US
dc.identifier.emailLam, J:james.lam@hku.hken_US
dc.identifier.authorityLam, J=rp00133en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.doi10.1002/oca.833en_US
dc.identifier.scopuseid_2-s2.0-46749105927en_US
dc.relation.referenceshttp://www.scopus.com/mlt/select.url?eid=2-s2.0-46749105927&selection=ref&src=s&origin=recordpageen_US
dc.identifier.volume29en_US
dc.identifier.issue3en_US
dc.identifier.spage243en_US
dc.identifier.epage253en_US
dc.identifier.isiWOS:000257364400004-
dc.publisher.placeUnited Kingdomen_US
dc.identifier.scopusauthoridFeng, JE=7403884436en_US
dc.identifier.scopusauthoridLam, J=7201973414en_US
dc.identifier.scopusauthoridXu, S=7404438591en_US
dc.identifier.scopusauthoridSnu, Z=24462691200en_US
dc.identifier.issnl0143-2087-

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