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Institutional Repository [SANDBOX]
Technical University of Crete
Technical University of Crete
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| URI: | http://purl.tuc.gr/dl/dias/BEC327E9-F34E-4C88-9E7F-FC648087D6AE | ||
| Year | 1985 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
| License |
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| Bibliographic Citation | Υ. A. Phillis, "Controller design of systems with multiplicative noise," IEEE Tran. on Aut. Control, vol. 30, no. 10, pp. 1017-1019, 1985.doi : 10.1109/TAC.1985.1103828 https://doi.org/ 10.1109/TAC.1985.1103828 | ||
| Appears in Collections |
General linear continuous stochastic systems are considered with multiplicative noise in the control and state channels and stabilizing optimal inputs are synthesized for both time-varying and time-invariant situations. In the nonstationary case, a set of nonlinear matrix differential equations has to be solved. In the stationary problem, a set of nonlinear matrix algebraic equations provides the solution. The separation principle is not valid and both the state filtering and the control synthesis problem should be treated simultaneously.
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