Optimization of Stochastic Systems: Topics in Discrete-Time Systems

1993 ◽  
Vol 115 (1) ◽  
pp. 12-18 ◽  
Author(s):  
Takashi Yahagi ◽  
Jianming Lu

This paper presents a new method for self-tuning control of nonminimum phase discrete-time stochastic systems using approximate inverse systems obtained from the least-squares approximation. We show how unstable pole-zero cancellations can be avoided, and that this method has the advantage of being able to determine an approximate inverse system independently of the plant zeros. The proposed scheme uses only the available input and output data and the stability using approximate inverse systems is analyzed. Finally, the results of computer simulation are presented to show the effectiveness of the proposed method.


2014 ◽  
Vol 2014 ◽  
pp. 1-6 ◽  
Author(s):  
Begoña Cantó ◽  
Rafael Cantó ◽  
Snezhana Kostova

The stabilization problem of positive linear discrete-time systems (PLDS) by linear state feedback is considered. A method based on a Brauer’s theorem is proposed for solving the problem. It allows us to modify some eigenvalues of the system without changing the rest of them. The problem is studied for the single-input single-output (SISO) and for multi-input multioutput (MIMO) cases and sufficient conditions for stability and positivity of the closed-loop system are proved. The results are illustrated by numerical examples and the proposed method is used in stochastic systems.


1986 ◽  
Author(s):  
Robert P. Van Til ◽  
William E. Schmitendorf

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