Stationary performance of linear stochastic systems under single step optimal control
From MaRDI portal
Publication:3926473
DOI10.1109/TAC.1982.1102889zbMath0471.93070OpenAlexW2056456359MaRDI QIDQ3926473
P. E. Moden, Torsten Söderström
Publication date: 1982
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1982.1102889
positive real systemslinear stochastic systemsfinite time horizonpenalties on the squared inputs and outputssingle step optimal control
Input-output approaches in control theory (93D25) Optimal stochastic control (93E20) Realizations from input-output data (93B15)
Related Items
On type 1 systems and the Clarke-Gawthrop regulator, Adaptive predictive control with mean-square input constraint, A self-tuning regulator with on-line cost function adaptation†, Use of disturbance measurement feedforward in LQG self-tuners, Self-tuning regulators with explicit variance restrictions, Variance constrained self-tuning control, Constrained linear quadratic Gaussian control with process applications, Stochastic identification and digital control of a heat exchanger: a simulation test case, Self-tuning control of nonminimum-phase systems, Performance improvements of self-tuning controllers by multistep horizons: The MUSMAR approach
