Publications of Francesco Carravetta

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  ALL, with author Carravetta F., in the category IASI Research Reports (or show them all):


IASI Research Report n. 531  (Previous    Next)  

Francesco Carravetta, Gabriella Mavelli

Stochastic control of bilinear systems: the optimal quadratic contyroller

ABSTRACT
For a bilinear stochastic system described by Ito equations, the following problem is considered: find the optimal feedback control law in a class of quadratic controllers. The optimality criterion is the classical quadratic one for a fixed-interval state-regulation problem. It will be shown that the solution is a linear map of optimal-quadratic state estimate, which can be obtained using the quadratic filter for bilinear system available in literature. Moreover, the matrix function that solves the control problem results to be equal to the one of the linear optimal control (LOC) problem.
back
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -