Title :
On optimal control law implementations for exponential performance index
Author_Institution :
US Naval Weapons Center, China Lake, CA, USA
fDate :
4/1/1989 12:00:00 AM
Abstract :
An alternate implementation is established, under certain conditions, for previously obtained solution to the linear-exponential-Gaussian stochastic optimal control problem. The implementation allows the current control to be specified without using future values of the measurement process parameters, which are often unavailable in practice
Keywords :
optimal control; performance index; exponential performance index; linear-exponential-Gaussian stochastic optimal control; Automatic control; Control systems; Feedback control; Gain; Large-scale systems; Nonlinear control systems; Nonlinear equations; Optimal control; Output feedback; Performance analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
