{"title":"广义系统的随机控制","authors":"M. Shafiee","doi":"10.1109/SSST.1988.17037","DOIUrl":null,"url":null,"abstract":"A state-space formulation for singular linear stationary systems with stationary random inputs is presented. Some preliminary steps in the derivation of an optimum control strategy in the sense of minimum-error variance using a Drazin inverse is used to form a generalized covariance matrix equation. The necessary and sufficient conditions for the solution of this equation, along with a novel technique for solving it are included. An example is provided to illustrate the technique.<<ETX>>","PeriodicalId":345412,"journal":{"name":"[1988] Proceedings. The Twentieth Southeastern Symposium on System Theory","volume":"46 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1988-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Stochastic control for singular systems\",\"authors\":\"M. Shafiee\",\"doi\":\"10.1109/SSST.1988.17037\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"A state-space formulation for singular linear stationary systems with stationary random inputs is presented. Some preliminary steps in the derivation of an optimum control strategy in the sense of minimum-error variance using a Drazin inverse is used to form a generalized covariance matrix equation. The necessary and sufficient conditions for the solution of this equation, along with a novel technique for solving it are included. An example is provided to illustrate the technique.<<ETX>>\",\"PeriodicalId\":345412,\"journal\":{\"name\":\"[1988] Proceedings. The Twentieth Southeastern Symposium on System Theory\",\"volume\":\"46 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1988-03-20\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"[1988] Proceedings. The Twentieth Southeastern Symposium on System Theory\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SSST.1988.17037\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"[1988] Proceedings. The Twentieth Southeastern Symposium on System Theory","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SSST.1988.17037","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
A state-space formulation for singular linear stationary systems with stationary random inputs is presented. Some preliminary steps in the derivation of an optimum control strategy in the sense of minimum-error variance using a Drazin inverse is used to form a generalized covariance matrix equation. The necessary and sufficient conditions for the solution of this equation, along with a novel technique for solving it are included. An example is provided to illustrate the technique.<>
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