Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
Tóm tắt
Từ khóa
Tài liệu tham khảo
zhou, 1995, Robust and Optimal Control
davis, 1977, Linear Estimation and Stochastic Control
el ghaoui, 0, LMITOOL A front-end for LMI optimization in matlab 1995
hinrichsen, 1998, stochastic <formula> <tex>$h^{\infty}$</tex></formula>, SIAM J Contr Optim, 36, 1504, 10.1137/S0363012996301336
horn, 1990, Matrix Analysis
kalman, 1960, contributions to the theory of optimal control, Bol Soc Mexicana, 5, 102
wonham, 1970, random differential equations in control theory, Probabilistic Methods in Applied Mathematics, 2, 131
athens, 1971, special issues on linear-quadratic-gaussian problem, IEEE Trans Automatic Contr, ac 16, 527
nikoukhah, 1995, lmitool: a package for lmi optimization in scilab