Linear regulator design for stochastic systems by a multiple time-scales method
- 1 August 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 22 (4) , 615-621
- https://doi.org/10.1109/tac.1977.1101567
Abstract
This short paper develops a hierarchically structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems. It is proved that the controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite. The methodology is illustrated by design of a controller to suppress the phugoid and short-period modes of the longitudinal dynamics of the F-8 aircraft.Keywords
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