• DocumentCode
    789810
  • Title

    Control of a linear system with a Markov property

  • Author

    Sworder, David D.

  • Author_Institution
    University of Southern California, Los Angeles, CA, USA-1965
  • Volume
    10
  • Issue
    3
  • fYear
    1965
  • fDate
    7/1/1965 12:00:00 AM
  • Firstpage
    294
  • Lastpage
    300
  • Abstract
    In this paper, the theory of games and statistical decisions is applied to the problem of synthesizing a controller for a linear discrete time plant in the presence of uncertainty about the value of certain process parameters. Particular care is taken to describe how these unknown parameters complicate the choice of the properties of an optimal control rule. The theory is illustrated by the study of the characteristics of a second-order system.
  • Keywords
    Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Control system synthesis; Control systems; Discrete time systems; Game theory; Linear systems; Noise measurement; Optimal control; Systems engineering and theory; Uncertainty; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1965.1098165
  • Filename
    1098165
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=789810