DocumentCode
802951
Title
Comparison of open- and closed-loop sensitivities for systems with stochastic inputs
Author
Sarma, V. ; Singh, Sushil
Author_Institution
Indian Institute of Science, Bangalore, India
Volume
15
Issue
2
fYear
1970
fDate
4/1/1970 12:00:00 AM
Firstpage
253
Lastpage
254
Abstract
For a stable linear system with a random input, expressions are derived for open- and closed-loop trajectory sensitivity. A condition is derived under which a closed-loop system is superior to the open-loop system.
Keywords
Linear systems, stochastic; Sensitivity optimization; Stochastic systems, linear; Automatic control; Control systems; Controllability; Eigenvalues and eigenfunctions; Feedback; Kalman filters; Linear systems; Optimal control; Random processes; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1970.1099426
Filename
1099426
Link To Document