Abstract
A new stochastic control strategy is developed for discrete linear constant systems. The strategy is optimal in the sense of yielding shortest correlation in the error sequence, i.e., the resulting error sequence is as white as possible. This is a stochastic counterpart of the deterministic discrete-time time-optimal control problem. Algebraic manipulations are used to reduce the synthesis procedure to solving a linear polynomial equation.

This publication has 1 reference indexed in Scilit: