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Regular version of the site

Book chapter

On Optimal Anisotropy-Based Control Problem for Discrete-Time Descriptor Systems

P. 661-666.
Belov A. A., Andrianova O.

This paper is dedicated to optimal state-feedback
control problem for discrete-time descriptor systems in presence
of “colored” noise with known mean anisotropy level. Here
“colored” noise stands for a stationary Gaussian sequence,
generated by a linear shaping filter from the Gaussian white
noise sequence. The control goal is to find a state feedback
control law which makes the closed-loop system admissible and
minimizes its a-anisotropic norm (mean anisotropy level a is
known).