The Quadratic Control for Linear Discrete-time Systems with Independent Random Perturbations in Hilbert Spaces Connected with Uniform Observability
نویسندگان
چکیده
The optimal control problem for linear discrete-time, time-varying systems with state dependent noise and quadratic control is considered. The asymptotic behavior of the solution of the related discrete-time Riccati equation is investigated. The existence of an optimal control, under stabilizability and uniform observability (respectively detectability) conditions, for the given quadratic cost function is proved.
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