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...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
المؤلف الرئيسي: Viorica Mariela Ungureanu
التنسيق: مقال
اللغة:الإنجليزية
منشور في: University Constantin Brâncuşi of Târgu-Jiu (Academica Brâncuşi Press) 2018-11-01
الموضوعات:
discrete-time Riccati equation of control
optimal control
stochastic equations
الوصول للمادة أونلاين: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
الوصف
الملخص: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.
تدمد:1842-4856
2537-530X

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