Title :
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
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657656
