Title :
Distribution of terminal cost functional in continuous-time controlled system with noise-corrupted state information
Author :
Shinar, Josef ; Glizer, Valery Y. ; Turetsky, Vladimir
Author_Institution :
Fac. of Aerosp. Eng., Technion - Israel Inst. of Technol., Haifa, Israel
Abstract :
In order to obtain the cumulative distribution function of the terminal cost in a scalar linear continuous-time system with noise corrupted measurements a first-order partial differential equation is derived. The system is subject to a linear saturated control strategy. The probability density function of the initial state and the history of the probability density function of the estimator error are assumed to be known. An illustrative numerical example is presented.
Keywords :
continuous time systems; error statistics; linear systems; noise measurement; partial differential equations; statistical distributions; cumulative distribution function; estimator error; linear saturated control strategy; noise corrupted measurement; partial differential equation; probability density function; scalar linear continuous time system; terminal cost; Educational institutions; Estimation; Mathematical model; Noise; Noise measurement; Robustness;
Conference_Titel :
Electrical & Electronics Engineers in Israel (IEEEI), 2012 IEEE 27th Convention of
Conference_Location :
Eilat
Print_ISBN :
978-1-4673-4682-5
DOI :
10.1109/EEEI.2012.6377008
