MATLAB SOLUTIONS FOR DISCRETE-TIME RICCATI EQUATIONS OF STOCHASTIC FRACTIONAL LINEAR QUADRATIC OPTIMAL CONTROL AND APPLICATIONS
In this paper we study solution properties for a class of discrete-time Riccati equations of stochastic control associated to discrete-time fractional order systems with control and multiplicative white noise. We provide MATLAB simulations of the asymptotic behaviour of these solutions and graphi...
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| Autor principal: | |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
University Constantin Brâncuşi of Târgu-Jiu (Academica Brâncuşi Press)
2018-11-01
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| Col·lecció: | Analele Universităţii "Constantin Brâncuşi" din Târgu Jiu: Seria Inginerie |
| Matèries: | |
| Accés en línia: | http://www.utgjiu.ro/rev_ing/pdf/2018-4/24_V.%20Ungureanu%20-SOLUTIONS%20FOR%20DISCRETE-TIME%20RICCATI%20EQUATIONS%20OF%20STOCHASTIC%20FRACTIONAL%20LINEAR%20QUADRATIC%20OPTIMAL%20CONTROL%20%20AND%20APPLICATIONS.pdf |
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