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Simpler polynomial solutions in stochastic feedback control

 

作者: A. P. ROBERTS,  

 

期刊: International Journal of Control  (Taylor Available online 1987)
卷期: Volume 45, issue 1  

页码: 117-126

 

ISSN:0020-7179

 

年代: 1987

 

DOI:10.1080/00207178708933714

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

This paper is an exact parallel to the solution of the stochastic feedback control problem in discrete time given in Kucera's book (1979). The difference is that here it is shown that usually it is only necessary to solve one, rather than two, diophantine equations. The resulting reduction in dimension will be particularly important in large-scale systems.

 

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