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Linear Quadratic Optimization Problems for Linear Stochastic Systems

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Mathematical Methods in Robust Control of Linear Stochastic Systems

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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.

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Authors and Affiliations

  1. Institute of Mathematics of the Romanian Academy, Bucharest, Romania

    Vasile Dragan & Toader Morozan

  2. University Politechnica of Bucharest, Bucharest, Romania

    Adrian-Mihail Stoica

Authors
  1. Vasile Dragan
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  2. Toader Morozan
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  3. Adrian-Mihail Stoica
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Dragan, V., Morozan, T., Stoica, AM. (2013). Linear Quadratic Optimization Problems for Linear Stochastic Systems. In: Mathematical Methods in Robust Control of Linear Stochastic Systems., vol 52. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-8663-3_6

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