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Stochastic LQ-optimal control for 2-D systems

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Abstract

Stochastic LQ-optimal control problem is solved for linear 2-D systems via 2-D polynomial techniques. All stabilizing controllers are parameterized and then minimizing one is obtained. Its transfer function results from two 2-D spectral factorizations and a couple of linear equations in formal power series. A practically useful sub-optimal controller is also considered that results from truncated spectral factorizations and a couple of 2-D polynomial equations.

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Authors and Affiliations

  1. Automatic Control Laboratory, Swiss Federal Institute of Technology, Physikstrasse 3, 8092, Zürich, Switzerland

    Michael Šebek & František J. Kraus

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  1. Michael Šebek
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  2. František J. Kraus
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Šebek, M., Kraus, F.J. Stochastic LQ-optimal control for 2-D systems. Multidim Syst Sign Process 6, 275–285 (1995). https://doi.org/10.1007/BF00983556

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  • DOI: https://doi.org/10.1007/BF00983556

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