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Near Optimal Linear Quadratic Regulator for a Singularly Perturbed Linear Stochastic System with Multiplicative White Noise Perturbations and Markovian Jumping

机译：具有乘法白噪声扰动和马尔维亚跳跃的奇异扰动线性随机系统的最佳线性二次稳压器附近

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We study the optimal control of a class of singularly perturbed linear stochastic systems (SPLSS) with Markovian jumping parameters. After establishing an asymptotic structure for the stabilizing solution of the coupled stochastic algebraic Riccati equations (CSAREs), a parameter-independent composite controller is derived. Furthermore, the cost degradation in a reduced-order controller is also discussed.

机译：我们研究了与马尔可夫跳跃参数的一类奇异扰动的线性随机系统（SPLSS）的最佳控制。在建立耦合随机代数Riccati方程（CSARES）的稳定溶液的渐变结构之后，导出了一个独立于参数的复合控制器。此外，还讨论了减少控制器中的成本劣化。

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《IEEE Annual Conference on Decision and Control》|2015年||共6页
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Vasile Dragan; Hiroaki Mukaidani;
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中图分类自动控制理论;
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1. 一类具有小扰动参数的非线性拟周期系统在平衡点附近的可约化性 [J] . 李佳, 朱春鹏东南大学学报（英文版） . 2012,第002期
2. Optimal control for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping [J] . Dragan Vasile, Mukaidani Hiroaki Optimal Control Applications and Methods . 2017,第2期

机译：具有乘法白噪声扰动和马尔可夫跳跃的奇异扰动线性随机系统的最佳控制
3. Exponential stability in mean square of a singularly perturbed linear stochastic system with state-multiplicative white-noise perturbations and Markovian switching [J] . Vasile Dragan, Hiroaki Mukaidani Control Theory & Applications, IET . 2016,第9期

机译：具有状态乘性白噪声摄动和马尔可夫切换的奇摄动线性随机系统均方的指数稳定性
4. The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping [J] . Dragan V., Morozan T. IEEE Transactions on Automatic Control . 2004,第5期

机译：一类带乘性白噪声和马尔可夫跳跃的线性随机系统的线性二次优化问题
5. Near optimal linear quadratic regulator for a singularly perturbed linear stochastic system with multiplicative white noise perturbations and Markovian jumping [C] . Vasile Dragan, Hiroaki Mukaidani IEEE Conference on Decision and Control . 2015

机译：具有乘性白噪声扰动和马尔可夫跳跃的奇摄动线性随机系统的最佳线性二次调节器。
6. OPTIMAL ADAPTIVE STOCHASTIC CONTROL OF LINEAR DYNAMICAL SYSTEMS WITH MULTIPLICATIVE AND ADDITIVE NOISE [D] . PANOSSIAN, HAGOP VARTEVAR 1981

机译：具乘加性噪声的线性动力学系统的最优自适应随机控制
7. The stability of a predator-prey system with linear mass-action functional response perturbed by white noise [O] . Qiumei Zhang, Xiangdan Wen, Daqing Jiang, -1

机译：具有线性质量作用功能反应的白噪声干扰的捕食系统的稳定性。
8. Stochastic Linear Quadratic Optimal Control for Discrete-time Systems with Inequality Constraint and Markovian Jumps [O] . WenYing Wang, ZhiMing Zhang, Running Miao 2015

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9. Optimal Projection Equations for Discrete-Time Fixed-Order Dynamic Compensation of Linear Systems with Multiplicative White Noise [R] . Bernstein, D. S., Haddad, W. M. 1987

机译：具有乘性白噪声的线性系统离散时间定阶动态补偿的最优投影方程

Near Optimal Linear Quadratic Regulator for a Singularly Perturbed Linear Stochastic System with Multiplicative White Noise Perturbations and Markovian Jumping

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