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Controller design of systems with multiplicative noise

Yannis Phillis

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URIhttp://purl.tuc.gr/dl/dias/BEC327E9-F34E-4C88-9E7F-FC648087D6AE-
Identifierhttps://doi.org/ 10.1109/TAC.1985.1103828-
Languageen-
Extent3 pagesen
TitleController design of systems with multiplicative noiseen
CreatorYannis Phillisen
CreatorΦιλλης Ιωαννηςel
PublisherIEEEen
Content SummaryGeneral 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.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-10-06-
Date of Publication1985-
SubjectGreek mathematicsen
Subjectmathematics greeken
Subjectgreek mathematicsen
Bibliographic CitationΥ. 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.1985.1103828el

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