• DocumentCode
    815696
  • Title

    Analysis of cost sensitivity for linear-quadratic stochastic problems with instantaneous output feedback

  • Author

    Kurtaran, Ben-Zion ; Sidar, Menachem

  • Author_Institution
    Technion--Israel Institute of Technology, Haifa, Israel
  • Volume
    19
  • Issue
    5
  • fYear
    1974
  • fDate
    10/1/1974 12:00:00 AM
  • Firstpage
    589
  • Lastpage
    590
  • Abstract
    Problems of sensitivity of the optimal performance of linear-quadratic stochastic systems with instantaneous output feedback is studied. Optimal-cost sensitivity matrices are derived. Once the optimization problem is solved, no special computations are required to obtain the sensitivity matrices.
  • Keywords
    Linear systems, stochastic continuous-time; Optimal stochastic control; Output feedback; Sensitivity analysis; Stochastic optimal control; Automatic control; Cost function; Differential equations; Frequency domain analysis; Output feedback; Performance analysis; Stochastic processes; Stochastic systems; Vectors; Vehicles;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100665
  • Filename
    1100665
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=815696