Optimal time-invariant compensators for linear stochastic time-invariant systems
- 1 November 1974
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
Necessary conditions that have to be satisfied by the four design matrices of a time-invariant dynamic compensator are obtained for a general optimal limited state feedback controller design problem in which plant noise and measurement noise may both be present. These design matrices are chosen so that an infinite terminal time quadratic measure of system performance is extremized.Keywords
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