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Stabilization of Control Systems

Stabilization of Control Systems

Hardcover

Series: Stochastic Modelling and Applied Probability, Book 20

General MathematicsGeneral Science

ISBN10: 0387963847
ISBN13: 9780387963846
Publisher: Springer Nature
Published: Nov 5 1986
Pages: 129
Weight: 0.84
Height: 0.38 Width: 6.14 Depth: 9.21
Language: English
The problem of controlling or stabilizing a system of differential equa- tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of Stochastic Control. This book is concerned with a special instance of this general problem, the Adaptive LQ Regulator, which is a stochastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x in R, where 0 E {1, ..., N} is a random variable representing this uncertainty and (Ai' B, C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ..., N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse- quently the controller has access only to the observation process y( . ) where y = Cex + .

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