Optimal stabilization controller of linear discrete-time
stochastic systems
Optimal stabilization controller of linear discrete-time
stochastic systems
The 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.
stochastic systems, decay rate, discrete time, spectral radius, optimal controller
243-253
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xu, Shengyuan
83315174-029e-4b79-89ae-0e9b5b195351
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
May 2008
Feng, June
ae8d8122-06e3-4d5f-99ee-69ac160d457b
Lam, James
3eea3836-efda-430c-9ad4-ae4f3d4b8c4a
Xu, Shengyuan
83315174-029e-4b79-89ae-0e9b5b195351
Shu, Zhan
ea5dc18c-d375-4db0-bbcc-dd0229f3a1cb
Feng, June, Lam, James, Xu, Shengyuan and Shu, Zhan
(2008)
Optimal stabilization controller of linear discrete-time
stochastic systems.
Optimal Control Applications and Methods, 29 (3), .
(doi:10.1002/oca.833).
Abstract
The 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.
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Published date: May 2008
Keywords:
stochastic systems, decay rate, discrete time, spectral radius, optimal controller
Organisations:
Mechatronics
Identifiers
Local EPrints ID: 199829
URI: http://eprints.soton.ac.uk/id/eprint/199829
ISSN: 0143-2087
PURE UUID: 98dfd6eb-18a9-4a46-8e52-acdf3f869bb9
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Date deposited: 26 Oct 2011 08:48
Last modified: 14 Mar 2024 04:17
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Contributors
Author:
June Feng
Author:
James Lam
Author:
Shengyuan Xu
Author:
Zhan Shu
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