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Polynomial optimization of stochastic feedback control for stable plants. (English) Zbl 0648.93077
A rigorous derivation is given of the polynomial method for optimizing the stationary stochastic feedback control of linear multivariable plants. The same approach is used for both discrete-time and continuous- time control. In each case, the method involves two spectral factorizations and, by considering only stable plants, the solution of one diophantine equation.

93E20 Optimal stochastic control
93C05 Linear systems in control theory
93C35 Multivariable systems, multidimensional control systems
15A23 Factorization of matrices
15A24 Matrix equations and identities
93B25 Algebraic methods
93C55 Discrete-time control/observation systems
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