Multivariable controller for discrete stochastic amplitude-constrained systems
Open Access
- 1 January 1983
- journal article
- Published by Norwegian Society of Automatic Control in Modeling, Identification and Control: A Norwegian Research Bulletin
- Vol. 4 (2) , 83-93
- https://doi.org/10.4173/mic.1983.2.2
Abstract
A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controllerKeywords
This publication has 5 references indexed in Scilit:
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