Minimum-variance control of linear time-varying systems (Q1372749)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimum-variance control of linear time-varying systems |
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Minimum-variance control of linear time-varying systems (English)
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30 October 1997
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Single-input, single-output linear discrete-time systems with time-varying parameters are considered. The minimum-variance control of such systems with closed-loop stability guarantee is presented. The method is based on modifying the regular minimum-variance controller to achieve closed-loop stability. Simulation results are also included.
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optimal stochastic control
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discrete-time systems
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minimum-variance control
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