• DocumentCode
    485676
  • Title

    Simplified Controllers for Continuous Linear Stochastic Systems with Quadratic Costs

  • Author

    Katzberg, J.D. ; Johnson, H.H.

  • Author_Institution
    M.I.E.E.E., Faculty of Engineering, University of Regina, Regina, Saskatchewan, Canada S4S 0A2
  • fYear
    1982
  • fDate
    14-16 June 1982
  • Firstpage
    990
  • Lastpage
    995
  • Abstract
    A method for selecting the structure of simplified controllers with near-optimal performance is developed. An algorithm for calculating the best gains in a simplified structure is given and its convergence properties established. The continuous time linear quadratic state feedback problem is considered. Dynamic compensators with fixed and tunable parameters, including decentralized and hierarchal structures, can be transformed into problems of this type by state and control augmentation.
  • Keywords
    Centralized control; Continuous time systems; Control systems; Convergence; Costs; Covariance matrix; Linear systems; State feedback; Stochastic systems; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1982
  • Conference_Location
    Arlington, VA, USA
  • Type

    conf

  • Filename
    4788006