Article ID Journal Published Year Pages File Type
10399239 Automatica 2005 7 Pages PDF
Abstract
The paper extends the concept of robust controllability via linear state feedback to stochastic uncertain systems. We show that the controllability of a stochastic uncertain system can be characterized using solutions to a game-type differential Riccati equation.
Keywords
Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
Preview
Robust controllability of linear stochastic uncertain systems
Authors
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