DocumentCode
806157
Title
Bayes and minimax controllers for a linear system with stochastic jump parameters
Author
Pierce, Bill D. ; Sworder, David D.
Author_Institution
University of Southern California, Los Angeles, CA, USA
Volume
16
Issue
4
fYear
1971
fDate
8/1/1971 12:00:00 AM
Firstpage
300
Lastpage
307
Abstract
A procedure is given for determining an optimal zero-memory regulator for a linear stochastic plant with an incomplete probabilistic description. For situations in which the initial ambiguity is modeled probabilistically, the equations characterizing the appropriate Bayes control are derived. If no prior distribution is available, a minimax controller is sought and an algorithm for obtaining it is described.
Keywords
Bayes procedures; Jump parameter systems; Linear systems, stochastic continuous-time; Minimax control; Optimal regulators; Control systems; Equations; Life testing; Linear feedback control systems; Linear systems; Minimax techniques; Probability distribution; Regulators; Stochastic processes; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1971.1099732
Filename
1099732
Link To Document