Steering the State of Linear Stochastic Systems: A Constrained Minimum Principle Formulation

2021 American Control Conference (ACC) ◽

10.23919/acc50511.2021.9483276 ◽

2021 ◽

Author(s):

Ali Pakniyat ◽

Panagiotis Tsiotras

Keyword(s):

Stochastic Systems ◽

Minimum Principle ◽

The State ◽

Linear Stochastic Systems

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Optimal and Suboptimal Estimation of Quadratic Functionals of the State Vector in Linear Stochastic Systems

IETE Journal of Research ◽

10.1080/03772063.2016.1274238 ◽

2017 ◽

Vol 63 (3) ◽

pp. 413-420

Author(s):

Il Young Song ◽

Vladimir Shin ◽

Won Choi

Keyword(s):

State Vector ◽

Stochastic Systems ◽

The State ◽

Quadratic Functionals ◽

Linear Stochastic Systems

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Optimization of the state-output relationships for linear stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.1974.1100666 ◽

1974 ◽

Vol 19 (5) ◽

pp. 590-592 ◽

Author(s):

B. Kurtaran ◽

M. Sidar

Keyword(s):

Stochastic Systems ◽

The State ◽

Linear Stochastic Systems

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Optimal controller synthesis for linear stochastic systems with incomplete information regarding the state. Necessary conditions and numerical methods

Automation and Remote Control ◽

10.1134/s0005117914110058 ◽

2014 ◽

Vol 75 (11) ◽

pp. 1948-1963 ◽

Author(s):

M. M. Khrustalev ◽

A. S. Khalina

Keyword(s):

Numerical Methods ◽

Incomplete Information ◽

Stochastic Systems ◽

Necessary Conditions ◽

The State ◽

Controller Synthesis ◽

Optimal Controller ◽

Linear Stochastic Systems

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Shaping the PDF of the state variable based on piecewise linear control for non-linear stochastic systems

Science China Information Sciences ◽

10.1007/s11432-015-0401-9 ◽

2016 ◽

Vol 59 (11) ◽

Author(s):

Lingzhi Wang ◽

Fucai Qian

Keyword(s):

Stochastic Systems ◽

Piecewise Linear ◽

The State ◽

Linear Control ◽

State Variable ◽

Linear Stochastic Systems ◽

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Strong Consistency of Variable Selection for Stationary Linear Stochastic Systems

2019 Chinese Control Conference (CCC) ◽

10.23919/chicc.2019.8866312 ◽

2019 ◽

Author(s):

ZHAO Wenxiao ◽

YIN G. George ◽

BAI Er-Wei

Keyword(s):

Variable Selection ◽

Strong Consistency ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Invariant Measures for One Class of Linear Stochastic Systems in Hilbert Spaces

Journal of Mathematical Sciences ◽

10.1007/s10958-021-05303-8 ◽

2021 ◽

Author(s):

I. H. Novak ◽

A. O. Stanzhytskyi

Keyword(s):

Hilbert Spaces ◽

Invariant Measures ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Identification for Linear Stochastic Systems Driven by Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-200029489 ◽

2004 ◽

Vol 22 (6) ◽

pp. 1487-1509 ◽

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Preview control for a class of linear stochastic systems with multiplicative noise

International Journal of Systems Science ◽

10.1080/00207721.2019.1672000 ◽

2019 ◽

Vol 50 (14) ◽

pp. 2592-2603

Author(s):

Jiang Wu ◽

Fucheng Liao ◽

Zhengguang Xu

Keyword(s):

Multiplicative Noise ◽

Stochastic Systems ◽

Preview Control ◽

Linear Stochastic Systems

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Structured feedback control of discrete linear stochastic systems with quadratic costs

IEEE Transactions on Automatic Control ◽

10.1109/tac.1977.1101477 ◽

1977 ◽

Vol 22 (2) ◽

pp. 232-236 ◽

Author(s):

J. Katzberg

Keyword(s):

Feedback Control ◽

Stochastic Systems ◽

Linear Stochastic Systems

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The stochastic observability for noisy non-linear stochastic systems†

International Journal of Control ◽

10.1080/00207177508922098 ◽

1975 ◽

Vol 22 (4) ◽

pp. 461-480 ◽

Author(s):

YOSHIFUMI SUNAHARA ◽

SHIN'ICHl AIHARA ◽

MASAYUKI SHIRAIWA

Keyword(s):

Stochastic Systems ◽

Linear Stochastic Systems ◽

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