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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Bibliographic Details
Published in:	Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie
Main Author:	Viorica Mariela Ungureanu
Format:	Article
Language:	English
Published:	University Constantin Brâncuşi of Târgu-Jiu (Academica Brâncuşi Press) 2018-11-01
Subjects:	discrete-time Riccati equation of control optimal control stochastic equations
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

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