Finite-horizon covariance control for discrete-time stochastic linear systems subject to input constraints
暂无分享,去创建一个
[1] B. Jamison,et al. Reciprocal Processes: The Stationary Gaussian Case , 1970 .
[2] John Lygeros,et al. On convexity of stochastic optimization problems with constraints , 2009, 2009 European Control Conference (ECC).
[3] Robert Skelton,et al. A covariance control theory , 1985, 1985 24th IEEE Conference on Decision and Control.
[4] Tryphon T. Georgiou,et al. Optimal Steering of a Linear Stochastic System to a Final Probability Distribution—Part III , 2014, IEEE Transactions on Automatic Control.
[5] Robert E. Skelton,et al. An improved covariance assignment theory for discrete systems , 1992 .
[6] Basil Kouvaritakis,et al. Model Predictive Control: Classical, Robust and Stochastic , 2015 .
[7] Ian R. Petersen,et al. State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case , 2012, SIAM J. Control. Optim..
[8] Efstathios Bakolas,et al. Stochastic linear systems subject to constraints , 2016, 2016 IEEE 55th Conference on Decision and Control (CDC).
[9] John Lygeros,et al. Stochastic receding horizon control with output feedback and bounded controls , 2012, Autom..
[10] Karolos M. Grigoriadis,et al. Covariance Controllers: A New Parameterization of the Class of All Stabilizing Controllers , 1990, 1990 American Control Conference.
[11] Bernard C. Levy,et al. Discrete-time Gauss-Markov processes with fixed reciprocal dynamics , 1997 .
[12] Charles R. Johnson,et al. Topics in Matrix Analysis , 1991 .
[13] Karolos M. Grigoriadis,et al. Minimum-energy covariance controllers , 1997, Autom..
[14] Stephen P. Boyd,et al. Design of Affine Controllers via Convex Optimization , 2010, IEEE Transactions on Automatic Control.
[15] John Lygeros,et al. Stochastic Receding Horizon Control With Bounded Control Inputs: A Vector Space Approach , 2009, IEEE Transactions on Automatic Control.
[16] A. Beghi,et al. On the relative entropy of discrete-time Markov processes with given end-point densities , 1996, IEEE Trans. Inf. Theory.
[17] Stephen P. Boyd,et al. Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.
[18] Dimitri P. Bertsekas,et al. Convex Optimization Algorithms , 2015 .
[19] James A. Primbs,et al. Stochastic Receding Horizon Control of Constrained Linear Systems With State and Control Multiplicative Noise , 2007, IEEE Transactions on Automatic Control.
[20] Eric C. Kerrigan,et al. Optimization over state feedback policies for robust control with constraints , 2006, Autom..