Polynomial design of stochastic tracking systems

1 April 1982

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control

Vol. 27 (2) , 468-470
https://doi.org/10.1109/tac.1982.1102933

Abstract

A new technique to design optimal stochastic tracking systems is presented for single-input-output plants described by rational transfer functions. The optimal controller is shown to consist of feedback and feedforward parts and it is designed by solving two couples of linear polynomial equations whose coefficients are obtained by spectral factorization.

Keywords

This publication has 3 references indexed in Scilit:

Stochastic multivariable control: A polynomial equation approach
IEEE Transactions on Automatic Control, 1980
Design of steady-state minimum variance controllers
Automatica, 1979
Modern Wiener--Hopf design of optimal controllers Part I: The single-input-output case
IEEE Transactions on Automatic Control, 1976