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Linear Quadratic Optimization Problems for Linear Stochastic Systems

In: Mathematical Methods in Robust Control of Linear Stochastic Systems

Author

Listed:
  • Vasile Dragan

    (Institute of Mathematics of the Romanian Academy)

  • Toader Morozan

    (Institute of Mathematics of the Romanian Academy)

  • Adrian-Mihail Stoica

    (University Politechnica of Bucharest)

Abstract

In this chapter as well as in the next chapters one shows how the mathematical results derived in the previous chapters are involved in the design of stabilizing controllers with some imposed performances for a wide class of linear stochastic systems. The design problem of some stabilizing controls minimizing quadratic performance criteria is studied. More precisely, this chapter deals with the so-called linear quadratic optimization problem (LQOP). LQOP has received much attention in control literature due to its wide area of applications.

Suggested Citation

  • Vasile Dragan & Toader Morozan & Adrian-Mihail Stoica, 2013. "Linear Quadratic Optimization Problems for Linear Stochastic Systems," Springer Books, in: Mathematical Methods in Robust Control of Linear Stochastic Systems, edition 2, chapter 0, pages 265-285, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4614-8663-3_6
    DOI: 10.1007/978-1-4614-8663-3_6
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