Acta mathematica Universitatis Comenianae, Tome 74 (2005) no. 1
Citer cet article
V. M. Ungureanu. The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability. Acta mathematica Universitatis Comenianae, Tome 74 (2005) no. 1. http://geodesic.mathdoc.fr/item/AMUC_2005_74_1_a9/
@article{AMUC_2005_74_1_a9,
author = {V. M. Ungureanu},
title = {The quadratic control for linear discrete-time systems with independent random perturbations in {Hilbert} spaces connected with uniform observability},
journal = {Acta mathematica Universitatis Comenianae},
year = {2005},
volume = {74},
number = {1},
url = {http://geodesic.mathdoc.fr/item/AMUC_2005_74_1_a9/}
}
TY - JOUR
AU - V. M. Ungureanu
TI - The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability
JO - Acta mathematica Universitatis Comenianae
PY - 2005
VL - 74
IS - 1
UR - http://geodesic.mathdoc.fr/item/AMUC_2005_74_1_a9/
ID - AMUC_2005_74_1_a9
ER -
%0 Journal Article
%A V. M. Ungureanu
%T The quadratic control for linear discrete-time systems with independent random perturbations in Hilbert spaces connected with uniform observability
%J Acta mathematica Universitatis Comenianae
%D 2005
%V 74
%N 1
%U http://geodesic.mathdoc.fr/item/AMUC_2005_74_1_a9/
%F AMUC_2005_74_1_a9
The optimal control problem for linear discrete-time, time-varying systems with state dependent noise and quadratic control is considered. The asymptotic behavior of the solution of the related discrete-time Riccati equation is investigated. The existence of an optimal control, under stabilizability and uniform observability (respectively detectability) conditions, for the given quadratic cost function is proved.
