Browsing by Subject "Riccati equations"
Now showing items 1-8 of 8
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Article
Adaptive control of unmanned aerial vehicles in atmospheric flight with reduced models
(2007)We propose an approximate implementation scheme for an adaptive linear quadratic control structure by employing a balanced truncation procedure in the loop prior to solving the associated Algebraic Riccati Equation (ARE). ...
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Article
Discrete-time risk-sensitive filters with on-Gaussian initial conditions and their ergodic properties
(2001)We study asymptotic stability properties of risk-sensitive filters with respect to their initial conditions. We consider a linear time-invariant systems with initial conditions that are not necessarily Gaussian. We show ...
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Conference Object
Filtering for linear systems driven by fractional Brownian motion
(2000)In this paper we study continuous time filtering for linear systems driven by fractional Brownian motion processes. We present the derivation of the optimum linear filter equations which involve a pair of functional-differential ...
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Article
Finite-time disturbance attenuation control problem for singularly perturbed discrete-time systems
(1998)In this paper we consider the problem of finite-time H∞-optimal control of linear, singularly perturbed, discrete-time systems. The problem is addressed from the game theoretic approach. This leads to a singularly perturbed, ...
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Conference Object
H∞-optimal control of singularly perturbed discrete-time systems, and risk-sensitive control
(IEEE, 1994)The H∞-optimal control and risk-sensitive control of linear singularly perturbed, discrete-time systems is described. It is shown that the Riccati equation associated with the solution of the H∞-optimal control problem, ...
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Article
Information theoretic bounds for compound MIMO Gaussian channels
(2009)In this paper, achievable rates for compound Gaussian multiple-input-multiple-output (MIMO) channels are derived. Two types of channels, modeled in the frequency domain, are considered when: 1) the channel frequency response ...
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Conference Object
New finite-dimensional stochastic optimal control problems
(IEEE, 1997)This paper is concerned with partially observed stochastic optimal control problems. The states of the system are described by nonlinear controlled diffusion equations. The measurements are noisy linear combinations of the ...
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Conference Object
Risk-sensitive control, differential games, and limiting problems in infinite dimensions
(IEEE, 1994)In this paper we present the solutions of the stochastic finite and infinite horizon risk-sensitive control problems in infinite dimensions, with μ, ε > 0, respectively, representing the risk-sensitivity and small noise ...