Santiago Elvira-Ceja

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This paper designs the central finite-dimensional H1 filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold g with respect to a modified Bolza–Meyer quadratic criterion including the attenuation control term with the opposite sign. The original H1 filtering problem for a(More)
This paper presents an inverse optimal control approach for stabilization in probability of discrete-time stochastic nonlinear systems. With the proposed scheme, we avoid to solve the associated stochastic Hamilton-Jacobi-Bellman equation; additionally a cost functional is minimized. This stabilizing optimal controller is based on a discrete-time stochastic(More)
In this paper, trajectory tracking for discrete-time stochastic nonlinear systems is achieved by an inverse optimal control. Additionally, the control scheme minimizes a cost functional, which is posteriori determined. Unlike the optimal control technique, this scheme avoids to solve the stochastic Hamilton-Jacobi-Bellman equation which is not a feasible(More)
In this paper, the inverse optimal control approach is applied to stabilization in probability of unknown linear networked control system (NCS) in presence of random delays and packet losses. The proposed control scheme is based on Kalman filter parameter estimation to solve the infinite horizon regulator problem for NCS with stochastic system matrices, and(More)
This paper designs the central finite-dimensional H∞ filter for linear stochastic systems with integralquadratically bounded deterministic disturbances, that is suboptimal for a given threshold γ with respect to a modified BolzaMeyer quadratic criterion including the attenuation control term with the opposite sign. The original H∞ filtering problem for a(More)
This paper designs the central finite-dimensional H<sub>&#x221E;</sub> filter for linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is sub-optimal for a given threshold y with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite sign. The original(More)
This paper designs the central finite-dimensional H<inf>&#x221E;</inf> filter for a linear stochastic systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold &#x03B3; with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with opposite sign. In contrast to(More)
This paper designs the central finite-dimensional H<inf>&#x221E;</inf> controller for linear stochastic time-varying systems with integral-quadratically bounded deterministic disturbances, that is suboptimal for a given threshold &#x03B3; with respect to a modified Bolza-Meyer quadratic criterion including the attenuation control term with the opposite(More)
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