Title :
A Reduced Order Stochastic Controller
Author_Institution :
Department of Electrical & Computer Engineering, West Virginia University, Morgantown, West Virginia 26506-6101
Abstract :
A reduced order stochastic controller is designed for the case where a subset of the state and a subset of the control are weighted in the performance measure. The result satisfies a reduced order separation principle.
Keywords :
Covariance matrix; Design engineering; Electric variables measurement; Equations; Health information management; Hydrogen; Stochastic processes; Stochastic resonance; Weight control; White noise;
Conference_Titel :
American Control Conference, 1988
Conference_Location :
Atlanta, Ga, USA
