MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
In this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these solutions and graphi...
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| Format: | Article |
| Language: | English |
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Editura Academica Brâncuşi
2018-11-01
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| Series: | Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie |
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| Online Access: | http://www.utgjiu.ro/rev_ing/pdf/2018-4/24_V.%20Ungureanu%20-SOLUTIONS%20FOR%20DISCRETE-TIME%20RICCATI%20EQUATIONS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20AND%20APPLICATIONS.pdf |
| Summary: | In this paper we study solution properties for a class of discrete-time Riccati
equations of stochastic control associated to discrete-time fractional order systems with control and
multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these
solutions and graphic representations of the lower bounds of the quadratic cost functional to be
minimized. |
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| ISSN: | 1842-4856 2537-530X |