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Stabilization of Control Systems

  • Book
  • © 1987

Overview

Authors:
  1. O. Hijab

    1. Mathematics Department, Temple University, Philadelphia, USA

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Part of the book series: Stochastic Modelling and Applied Probability (SMAP, volume 20)

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Table of contents (5 chapters)

  1. Front Matter

    Pages i-xii
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  2. Input/Output Properties

    • O. Hijab
    Pages 1-20

  3. The LQ Regulator

    • O. Hijab
    Pages 21-42

  4. Brownian Motion

    • O. Hijab
    Pages 43-63

  5. Filtering

    • O. Hijab
    Pages 64-83

  6. The Adaptive LQ Regulator

    • O. Hijab
    Pages 84-102

  7. Back Matter

    Pages 103-129
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Keywords

About this book

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 +~.

Authors and Affiliations

  • Mathematics Department, Temple University, Philadelphia, USA

    O. Hijab

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