Stochastic Optimal Tracking with Preview for Linear Continuous-Time Markovian Jump Systems by Output Feedback
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- Nakura Gou
- No affiliation
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<p>In this paper we study stochastic optimal tracking control theory with preview for linear continuous-time Markovian jump systems on the finite time interval by output feedback. We consider two different cases according to the structure of preview information and give the control strategies for them respectively. The necessary and sufficient conditions for the solvability of the stochastic optimal tracking problem with preview by state feedback are given by coupled Riccati differential equations with terminal conditions. In order to decide the gains of output feedback controllers, we need solutions of another type of coupled Riccati differential equations with initial conditions.</p>
収録刊行物
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- システム制御情報学会論文誌
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システム制御情報学会論文誌 29 (11), 497-505, 2016
一般社団法人 システム制御情報学会
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詳細情報 詳細情報について
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- CRID
- 1390282680145887360
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- NII論文ID
- 130005394717
- 40020988029
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- NII書誌ID
- AN1013280X
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- ISSN
- 2185811X
- 13425668
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- NDL書誌ID
- 027714299
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
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- CiNii Articles
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- 抄録ライセンスフラグ
- 使用不可