Optimization of Non-linear Control Systems with Random Inputs†
- 1 July 1960
- journal article
- control section
- Published by Taylor & Francis in Journal of Electronics and Control
- Vol. 9 (1) , 65-80
- https://doi.org/10.1080/00207216008962751
Abstract
It is shown that for a wide class of saturating control systems with random inputs, the optimum controller is an instantaneous non-linear function of the input phase coordinates and the output phase coordinates. If the system is a relay control system, the optimum controller is represented by a switching surface in the corresponding phase space. In special cases the optimum controller can be simplified by the use of error phase coordinates. These results are applicable when the random input is a generalized Markov process, a Gaussian process, or a Gaussian signal plus a Gaussian noise. The synthesis of the optimum switching surface by a self-optimizing technique is discussed.Keywords
This publication has 3 references indexed in Scilit:
- A Simplified Derivation of Linear Least Square Smoothing and Prediction TheoryProceedings of the IRE, 1950
- Extrapolation, Interpolation, and Smoothing of Stationary Time SeriesPublished by MIT Press ,1949
- Mathematical Analysis of Random NoiseBell System Technical Journal, 1944