Shortest correlation control strategy
- 1 June 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (3) , 463-465
- https://doi.org/10.1109/tac.1977.1101510
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.Keywords
This publication has 1 reference indexed in Scilit:
- Algebraic approach to discrete linear controlIEEE Transactions on Automatic Control, 1975