Sub-optimal Time-variable Feedback Control of Linear Dynamic Systems with Random Inputs†

1 December 1966

journal article
research article
Published by Taylor & Francis in International Journal of Control

Vol. 4 (6) , 549-566
https://doi.org/10.1080/00207176608921445

Abstract

The problem considered is that of determining optimal control of a linear system affected by noise and with incomplete information about the actual state when the criterion is quadratic and the control signal is restricted to be a linear transformation of observations. An algorithm for optimization giving monotone convergence is presented and the existence of a solution is proved. A necessary condition is derived with the aid of the algorithm and the question of uniqueness is discussed.

Keywords

DYNAMIC SYSTEMS
SUB OPTIMAL
RANDOM INPUTS
VARIABLE FEEDBACK
LINEAR DYNAMIC
OPTIMAL TIME VARIABLE

This publication has 1 reference indexed in Scilit:

Adaptive Control Processes
Published by Walter de Gruyter GmbH ,1961