- Title
- Optimal regulation of linear discrete-time systems with multiplicative noises
- Creator
- Su, Weizhou; Chen, Jie; Fu, Minyue; Qi, Tian; Wu, Yilin
- Relation
- 33rd Chinese Control Conference. Proccedings of the 33rd Chinese Control Conference (Nanjing, China 28-30 July, 2014) p. 9082-9087
- Publisher Link
- http://dx.doi.org/10.1109/ChiCC.2014.6896530
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2014
- Description
- This paper studies optimal regulation problem for networked linear discrete-time systems with fading channel. The uncertainties in fading channels are modeled as multiplicative noises. The regulation performance is measured by a quadratic function. The optimal state feedback is designed by the mean-square stabilization solution to a modified Algebraic Riccati equation (MARE). The necessary and sufficient condition to the existence of the mean-square stabilization is presented in terms of the inherent characterizations of the systems. It is a nature extension for the result in standard optimal discrete-time linear quadratic regulation (LQR) problem. We also show that this optimal state feedback design problem is an eigenvalue problem (EVP). And then a design algorithm is developed for this optimal control problem.
- Subject
- optimal control; multiplicative noise; linear regulation; Riccati equation
- Identifier
- http://hdl.handle.net/1959.13/1295063
- Identifier
- uon:18931
- Identifier
- ISBN:9789881563842
- Language
- eng
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