Sub-optimal Time-variable Feedback Control of Linear Dynamic Systems with Random Inputs†
作者:
SVEN AXSÄTER,
期刊:
International Journal of Control
(Taylor Available online 1966)
卷期:
Volume 4,
issue 6
页码: 549-566
ISSN:0020-7179
年代: 1966
DOI:10.1080/00207176608921445
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The problem considered is that of determining optimal control of a linear system affected by noise and with incomplete information about the actual state when the criterion is quadratic and the control signal is restricted to be a linear transformation of observations. An algorithm for optimization giving monotone convergence is presented and the existence of a solution is proved. A necessary condition is derived with the aid of the algorithm and the question of uniqueness is discussed.
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