Observations-weighted minimum-variance control of linear and non-linear systems

DOI10.1080/00207728508926767MaRDI QIDQ3735616zbMATH OpenOpenAlexFDO

Authors M. J. Grimble

Publication date 1985

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728508926767

zbMATH Keywords

implicit self-tuning algorithmminimum variance controloptimum observations-weighted controller

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

Recommendations

• H ∞ Observations Weighted Control Law
• Observations weighted controllers for linear stochastic systems
• scientific article; zbMATH DE number 468890
• Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
• Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case

Cites work

• Optimal Regulation of Nonlinear Dynamical Systems
• Some solvable stochastic control problemst^†

Cited in

(7)

• Observations weighted controllers for linear stochastic systems
• H ∞ Observations Weighted Control Law
• Observations-weighted controllers for single-input single-output stochastic systems using a perturbed-type dual criterion
• Adaptive weighted suboptimal control for linear dynamic systems having a polynomial input
• Observations-weighted controllers for linear stochastic systems using a dual criterion: the multivariable case
• Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case
• Weighted minimum variance controller for nonsquare multivariable systems

This page was built for publication: Observations-weighted minimum-variance control of linear and non-linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3735616)