Anticipation in discrete-time LQ control. I. Closed-loop control
Anticipation in discrete-time LQ control. I. Open-loop control
Application of the Drazin inverse to the analysis of descriptor fractional discrete–time linear systems with regular pencils
Application of the Drazin inverse to the analysis of descriptor fractional discrete-time linear systems with regular pencils
The Drazin inverse of matrices is applied to find the solutions of the state equations of descriptor fractional discrete-time systems with regular pencils. An equality defining the set of admissible initial conditions for given inputs is derived. The proposed method is illustrated by a numerical example.
Approximate controllability of abstract discrete-time systems.
Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints
The paper studies discrete/finite-difference approximations of optimal control problems governed by continuous-time dynamical systems with endpoint constraints. Finite-difference systems, considered as parametric control problems with the decreasing step of discretization, occupy an intermediate position between continuous-time and discrete-time (with fixed steps) control processes and play a significant role in both qualitative and numerical aspects of optimal control. In this paper we derive an...
Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense
Approximation, estimation and control of stochastic systems under a randomized discounted cost criterion
The paper deals with a class of discrete-time stochastic control processes under a discounted optimality criterion with random discount rate, and possibly unbounded costs. The state process and the discount process evolve according to the coupled difference equations
Approximation of fractional positive stable continuous-time linear systems by fractional positive stable discrete-time systems
Fractional positive asymptotically stable continuous-time linear systems are approximated by fractional positive asymptotically stable discrete-time systems using a linear Padé-type approximation. It is shown that the approximation preserves the positivity and asymptotic stability of the systems. An optional system approximation is also discussed.
Assigning the invariant factors by feedback
Assignment of nonlinear sampled-data dynamics using generalized hold function control.
Asymptotic properties and optimization of some non-Markovian stochastic processes
We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Asymptotic stability of nonlinear control systems described by difference equations with multiple delays.
Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems
A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For 2D systems,...
Automatique en temps discret et algèbre aux différences.