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Feedback control of stochastic systems with a generalized performance index†

 

作者: C. S. SIMS,   R. P. RHOTEN,   R. J. MULHOLLAND,  

 

期刊: International Journal of Control  （Taylor Available online 1972）
卷期: Volume 15, issue 2  

页码: 381-387

 

ISSN:0020-7179

 

年代: 1972

 

DOI:10.1080/00207177208932155

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The feedback control of a class of linear systems disturbed by additive white noise is considered. A linear control law is used to minimize a non-quadratic integral performance criterion. The stochastic problem is transformed to a deterministic problem, and a solution is developed using the calculus of variations.

 

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