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
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;
Conference_Titel :
American Control Conference, 1982
Conference_Location :
Arlington, VA, USA
