On a direct method for optimization of stochastic distributed parameter systems
作者:
S. E. AIDAROUS,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 21,
issue 6
页码: 929-943
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508922046
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A direct method for optimization of a class of linear distributed parameter systems with stochastic distributed disturbances is presented. The method is based on expanding control systems, Green's function and covariance matrices in terms of a finite number of elements taken from complete sets of orthonormal basis in both time and space. Practical considerations are considered in the application of the method. A minimum-variance filter is designed using noisy discrete observations from a finite number of measuring points. Then the synthesis of a pointwise controller is carried out to minimize a quadratic performance index. The optimal coefficients of control are determined via simple algebraic relations in terms of the state conditional mean. A discussion of the properties and computational aspects of the method is given.
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