Computation of sub–optimal linear controls for non–linear stochastic systems†
- 1 December 1969
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 10 (6) , 645-655
- https://doi.org/10.1080/00207176908905866
Abstract
A successive approximation technique based on statistical linearization is developed which permits the design of sub–optimal linear controls for non–linear time–invariant processes perturbed by Gaussian random disturbances. The application of the technique to a chemical process example is given, and the validity of the results is confirmed by simulation.Keywords
This publication has 3 references indexed in Scilit:
- A computational approach to optimal control of stochastic saturating systemsInternational Journal of Control, 1969
- Response of multidimensional nonlinearities to inputs which are separable processesProceedings of the Institution of Electrical Engineers, 1968
- Nonlinear control systems with random inputsIRE Transactions on Circuit Theory, 1954