Portugaliae Mathematica   EMIS ELibM Electronic Journals PORTUGALIAE
MATHEMATICA
Vol. 62, No. 3, pp. 303-324 (2005)

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Quadratic control of affine discrete-time, periodic systems with independent random perturbations

Viorica Mariela Ungureanu

Abstract: In this paper we consider the affine discrete-time, periodic systems with independent random perturbations and we solve, under stabilizability and uniform observability or detectability conditions, the discrete time version of the quadratic control problem introduced in [1].

Keywords: exponential stability; detectability and observability; quadratic control; Riccati equation.

Classification (MSC2000): 93E20, 49N10, 39A11.

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Electronic version published on: 7 Mar 2008.

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