A two-stage dual suboptimal controller for stochastic systems using approximate moments (Q1344373)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-stage dual suboptimal controller for stochastic systems using approximate moments |
scientific article |
Statements
A two-stage dual suboptimal controller for stochastic systems using approximate moments (English)
0 references
10 January 1996
0 references
A SISO system with Gaussian stochastic parameters and i.i.d. Gaussian noise is considered. The parameters are generated by a linear equation with a known matrix. The noise and the parameters are assumed to be independent. A two steps ahead dual suboptimal controller is presented. Its goal consists in the minimization of the output variance. To simplify the evaluation of statistical moments, some approximations are introduced which use an optimal predictor for the future outputs. Two examples of controller design for first-order systems are presented.
0 references
time-varying systems
0 references
dual controller
0 references
optimal predictor
0 references
