On the control of stochastic systems. II †
- 1 September 1969
- journal article
- research article
- Published by Taylor & Francis in International Journal of Control
- Vol. 10 (3) , 271-277
- https://doi.org/10.1080/00207176908905827
Abstract
In many control system applications ‘ white ’ noise is used as a modal for measurement inaccuracies. Although formal oporations on ‘ white ’ noiso do yield satisfactory results in somo special cases, in general move careful attention to detail is required. For a linear stochastic plant with ‘ white ’ noisy in a measurement sub-system it is shown hero that formal treatment of the noiso yields only a first-order approximation to tho true optimal controller. Both optimal and sub-optimal controllers are studied.Keywords
This publication has 1 reference indexed in Scilit:
- On the Control of Stochastic SystemsInternational Journal of Control, 1967