On a Numerical Algorithm for Uncertain System

  • Abiola B. Department of Actuarial Science& Insurance, University of Lagos.
  • Ibiwoye A. Department of Actuarial Science& Insurance, University of Lagos.

Abstract

A numerical method for computing stable control signals for system with bounded input disturbance is developed. The algorithm is an elaboration of the gradient technique and variable metric method for computing control variables in linear and non-linear optimization problems. This method is developed for an integral quadratic problem subject to a dynamic system with input bounded uncertainty.

Published
2012-08-18
Section
ARTICLES