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The design of discrete linear time-dependent stochastic control systems

 

作者: C. FRANGOS,   Y. YAVIN,  

 

期刊: International Journal of Systems Science  （Taylor Available online 1993）
卷期: Volume 24, issue 9  

页码: 1777-1790

 

ISSN:0020-7721

 

年代: 1993

 

DOI:10.1080/00207729308949593

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

A synthesis procedure is presented for designing discrete time-dependent stochastic control systems such that the given performance specifications are satisfied over a finite time horizon. The application of the proposed method is demonstrated in the control of two different time-varying plants with stochastic disturbances

 

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