Application of dynamic programming to the synthesis of high-order multivariable control systems

The paper deals with the application of dynamic programming to the problem of linear multivariable control systems in which a mean-square constraint is applied to the forcing functions. Since the basic theory has already been published, it is merely summarised. Instead, attention is concentrated on the results of computer studies on several examples and especially on the problem of mechanising systems in which all the state variables cannot be measured directly.