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IEEE Transactions on Automatic Control
Article . 1985 . Peer-reviewed
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Controller design of systems with multiplicative noise

descriptionPublicationkeyboard_double_arrow_right Article 01 Oct 1985 English Publisher:Institute of Electrical and Electronics Engineers (IEEE)Journal:IEEE Transactions on Automatic Control, volume 30, pages 1,017-1,019 (issn: 0018-9286, Copyright policy )
Authors: Φιλλης Ιωαννης(http://users.isc.tuc.gr/~yphillis); Yannis Phillis(http://users.isc.tuc.gr/~yphillis);

doi: 10.1109/tac.1985.1103828

Controller design of systems with multiplicative noise

Abstract

Continuous stochastic systems acted upon by scalar multiplicative and vector additive noises are considered. First examined is the problem of finite-horizon control of such a stochastic system with time-varying parameters under the additional constraint of incomplete state information. The necessary conditions for optimality of the solution are expressed in terms of nonlinear matrix differential equations. Next, taken up is the infinite-horizon case with constant parameters, and the result is given in terms of nonlinear algebraic equations to be solved.

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Keywords

Greek mathematics,mathematics greek,greek mathematics, infinite- horizon, Linear systems in control theory, finite-horizon control, Optimal stochastic control, Continuous stochastic systems, incomplete state information, Optimality conditions for problems involving randomness, scalar multiplicative and vector additive noises, Model systems in control theory, Filtering in stochastic control theory

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
47
Top 10%
Top 10%
Top 10%
Green