Optimal and asymptotically optimal linear regulators resulting from a one-stage performance index

DOI10.1080/00207728708967117zbMATH Open0619.93080OpenAlexW2071077745MaRDI QIDQ3757809FDOQ3757809

Authors: Marian Błachuta, Andrzej Ordys 

Publication date: 1987

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/10.1080/00207728708967117

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zbMATH Keywords

algorithmCARMA modelClarke- Hastings-James algorithmone-stage k-step-ahead performance index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10) Finite difference methods for boundary value problems involving PDEs (65N06) Linear systems in control theory (93C05) Optimal stochastic control (93E20)

Cites Work

• Design of stochastic discrete time linear optimal regulators Part I. Relationship between control laws based on a time series approach and a state space approach

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• A state-space description for GPC controllers
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• Optimal control for a linear system subject to a general ARIMA disturbance
• Control of multivariable delayed systems with colored noise using incremental state formulation
• Design of a l/sup 1/-optimal regulator: the limits of performance approach

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