Certainty equivalent control of stochastic systems: Stability property
- 1 February 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 31 (2) , 178-180
- https://doi.org/10.1109/tac.1986.1104214
Abstract
This work presents sufficient conditions for infinite and sliding finite-horizon certainty equivalence controllers to stabilize discrete linear systems disturbed by scalar multiplicative white noise sequences. These conditions also guarantee stabilizability by the optimal controllers.Keywords
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