Optimal Tracking of Random Processes†
- 1 August 1964
- journal article
- control section
- Published by Taylor & Francis in Journal of Electronics and Control
- Vol. 17 (2) , 223-240
- https://doi.org/10.1080/00207216408937702
Abstract
The problem is considered of finding a controller for a system of which the output has to follow a random process as well as possible. A number of theorems is presented stating necessary and sufficient conditions for optimal controllers. Two more theorems deal with feedback controllers and optimal stable controllers for linear systems. Finally an example is given in which some of the theorems find application.Keywords
This publication has 1 reference indexed in Scilit:
- Optimal Control of Continuous Time, Markov, Stochastic Systems†Journal of Electronics and Control, 1961