Title :
Optimal control of linear systems with time-delay and observation noise
Author :
Kleinman, David L.
Author_Institution :
Bolt, Beranek and Newman, Incorporated, Cambridge, MA, USA
fDate :
10/1/1969 12:00:00 AM
Abstract :
The problem of controlling a linear system to minimize a quadratic cost criterion is investigated when the system output is a delayed linear combination of system states corrupted by additive observation noise. It is shown that the optimal control is generated by the cascade combination of a Kalman filter and a least mean-squared predictor. Expressions are derived for the minimum cost and for the state variances.
Keywords :
Delay systems; Linear systems, time-invariant continuous-time; Additive noise; Control systems; Cost function; Delay effects; Delay lines; Equations; Human factors; Linear systems; Optimal control; Time domain analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099242
