A stochastic approach to control for maximal accuracy

Author

Verriest, Erik I. ; Gray, W. Steven

Author_Institution

Sch. of Electr. & Comput Eng., Georgia Inst. of Technol., Atlanta, GA, USA

Volume

2

fYear

1997

fDate

10-12 Dec 1997

Firstpage

1395

Abstract

In this paper, we formulate a stochastic version of the finite dimensional theory of extremal sensitivity, as applied to a discrete time high accuracy control problem. The newly introduced stochastic version enables one to minimize the average perturbation effect, if a measure is specified on each tangent space of the control space tangent bundle. A full understanding of the discrete time maximum accuracy control problem bridges the gap between the finite dimensional and infinite dimensional theory of extremal sensitivity

Keywords

discrete time systems; linear systems; multidimensional systems; multivariable systems; optimal control; performance index; sensitivity analysis; stochastic systems; discrete time systems; finite dimensional systems; linear time invariant systems; maximal accuracy; multivariable systems; sensitivity analysis; stochastic systems; Bridges; Control system synthesis; Costs; Design engineering; Performance analysis; Random variables; Space technology; Stochastic processes; Tensile stress; Time measurement;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1997., Proceedings of the 36th IEEE Conference on

Conference_Location

San Diego, CA

ISSN

0191-2216

Print_ISBN

0-7803-4187-2

Type

conf

DOI

10.1109/CDC.1997.657656

Filename

657656