DocumentCode
485954
Title
Suboptimal Control of a Class of Stochastic System with Random, Partially Observable Parameters
Author
Lee, N.H. ; Kolodziej, W.J. ; Mohler, R.R.
Author_Institution
Department of Electrical & Computer Engineering, Oregon State University, Corvallis, OR 97331
fYear
1983
fDate
22-24 June 1983
Firstpage
1200
Lastpage
1204
Abstract
The control of a linear system with random coefficients is studied here. The cost function is of a quadratic form and the random coefficients are assumed to be partially observable by the controller. The optimal control is shown to be a linear function of the observable states and a nonlinear function of random parameters. An application to the landing process of an aircraft in gust wind is presented.
Keywords
Aircraft; Control systems; Cost function; Differential equations; Linear systems; Optimal control; Riccati equations; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1983
Conference_Location
San Francisco, CA, USA
Type
conf
Filename
4788298
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