Stochastic systems: estimation, identification and adaptive control
Stochastic systems: estimation, identification and adaptive control
Optimal control: linear quadratic methods
Optimal control: linear quadratic methods
Nonlinear dynamical control systems
Nonlinear dynamical control systems
Separation theorem for linearly constrained LQG optimal control
Systems & Control Letters
Hybrid dynamical systems: robust control synthesis problems
Systems & Control Letters
Differential Equations: An Introduction with Mathematica
Differential Equations: An Introduction with Mathematica
Towars a Theory of Stochastic Hybrid Systems
HSCC '00 Proceedings of the Third International Workshop on Hybrid Systems: Computation and Control
Soft variable-structure controls: a survey
Automatica (Journal of IFAC)
Optimal piecewise state feedback control for impulsive switched systems
Mathematical and Computer Modelling: An International Journal
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This paper presents a solution to certain problems in switched controller design for stochastic dynamical systems with a quadratic cost. The main result is a separation theorem for partial information systems. This result is then used to convert the partial information stochastic control problem to a complete information stochastic control problem. We also show that certainty equivalence does not hold. The optimal sequence of controllers can be determined via an appropriate solution to a dynamic programming problem.