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Stability problems with a stochastic regulator

 

作者: A. P. ROBERTS,  

 

期刊: International Journal of Control  （Taylor Available online 1987）
卷期: Volume 45, issue 4  

页码: 1237-1242

 

ISSN:0020-7179

 

年代: 1987

 

DOI:10.1080/00207178708933804

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

In a previous paper, the purely algebraic polynomial approach was used to optimize the discrete-time multivariable stochastic regulator when there is dynamic weighting in the cost function. In this paper, it is shown that the method sometimes leads to unstable results. After analysing the cause, the design method is modified to rectify the situation.

 

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