• 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