Optimal control for discrete‐time singular stochastic systems with input delay

[1]  Hui Li,et al.  Quantized H∞ Filtering for Singular Time-varying Delay Systems with Unreliable Communication Channel , 2012, Circuits Syst. Signal Process..

[2]  Jean-Louis Thonnard,et al.  Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise , 2011, Autom..

[3]  Lihua Xie,et al.  Stochastic linear quadratic regulation for discrete-time linear systems with input delay , 2009, Autom..

[4]  Huanshui Zhang,et al.  Adapted and casual maximum principle and analytical solution to optimal control for stochastic multiplicative-noise systems with multiple input-delays , 2012, 2012 IEEE 51st IEEE Conference on Decision and Control (CDC).

[5]  Qing-Long Han,et al.  Optimal guaranteed cost control of singular systems with delayed state and parameter uncertainties , 2004, Proceedings of the 2004 American Control Conference.

[6]  Huanshui Zhang,et al.  Stochastic control for discrete-time systems with input delay , 2014, 2014 American Control Conference.

[7]  Kuru Ratnavelu,et al.  Optimal control for stochastic linear quadratic singular Takagi-Sugeno fuzzy delay system using genetic programming , 2012, Appl. Soft Comput..

[8]  Markos Papageorgiou,et al.  A multivariable regulator approach to traffic-responsive network-wide signal control , 2000 .

[9]  Iulian Munteanu,et al.  Optimization of variable speed wind power systems based on a LQG approach , 2005 .

[10]  M. Géradin,et al.  ON THE GENERAL SOLUTION BY A DIRECT METHOD OF A LARGE-SCALE SINGULAR SYSTEM OF LINEAR EQUATIONS : APPLICATION TO THE ANALYSIS OF FLOATING STRUCTURES , 1998 .

[11]  D. Cobb,et al.  Descriptor variable systems and optimal state regulation , 1983 .

[12]  T. Kailath,et al.  Indefinite-quadratic estimation and control: a unified approach to H 2 and H ∞ theories , 1999 .

[13]  Zidong Wang,et al.  Envelope-constrained H∞ filtering with fading measurements and randomly occurring nonlinearities: The finite horizon case , 2015, Autom..

[14]  Qingling Zhang,et al.  Stability analysis and optimal control of stochastic singular systems , 2013, Optimization Letters.

[15]  Renquan Lu,et al.  Mode-dependent quantised H∞ filtering for Markovian jump singular system , 2015, Int. J. Syst. Sci..

[16]  W. Wonham.  On a Matrix Riccati Equation of Stochastic Control , 1968 .

[17]  J. Bismut.  Linear Quadratic Optimal Stochastic Control with Random Coefficients , 1976 .

[18]  Zhen Wu,et al.  Maximum principle for the stochastic optimal control problem with delay and application , 2010, Autom..

[19]  Alan J. Laub,et al.  The linear-quadratic optimal regulator for descriptor systems , 1985, 1985 24th IEEE Conference on Decision and Control.

[20]  Renquan Lu,et al.  H∞ filtering for singular systems with communication delays , 2010, Signal Process..

[21]  L. Dai.  Filtering and LQG problems for discrete-time stochastic singular systems , 1989 .

[22]  Zhang Huanshui,et al.  Stochastic linear quadratic regulation for discrete-time systems with single input and multiple delays , 2013, Proceedings of the 32nd Chinese Control Conference.

[23]  J. Lam,et al.  An improved characterization of bounded realness for singular delay systems and its applications , 2008 .

[24]  Huanshui Zhang,et al.  LQ control for Itô-type stochastic systems with input delays , 2013, Autom..

[25]  Jianjun Bai,et al.  LQ control for networked control systems with lossy links , 2014, Neurocomputing.

[26]  Zhongsheng Hou,et al.  Singular linear quadratic optimal control for singular stochastic discrete‐time systems , 2013 .

[27]  Richard S. Bucy,et al.  Global Theory of the Riccati Equation , 1967, J. Comput. Syst. Sci..

[28]  S. Joshi.  On Optimal Control of Linear Systems in the Presence of Multiplicative Noise , 1976, IEEE Transactions on Aerospace and Electronic Systems.