Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input
Optimization and Control
2010-10-05 v3
Abstract
We construct control policies that ensure bounded variance of a noisy marginally stable linear system in closed-loop. It is assumed that the noise sequence is a mutually independent sequence of random vectors, enters the dynamics affinely, and has bounded fourth moment. The magnitude of the control is required to be of the order of the first moment of the noise, and the policies we obtain are simple and computable.
Keywords
Cite
@article{arxiv.0907.1436,
title = {Attaining mean square boundedness of a marginally stable noisy linear system with a bounded control input},
author = {Federico Ramponi and Debasish Chatterjee and Andreas Milias-Argeitis and Peter Hokayem and John Lygeros},
journal= {arXiv preprint arXiv:0907.1436},
year = {2010}
}
Comments
10 pages