Title :
Suboptimal control for discrete linear constant stochastic systems
Author :
Kurtaran, Ben-Zion
Author_Institution :
Technion--Israel Institute of Technology, Haifa, Israel
fDate :
6/1/1975 12:00:00 AM
Abstract :
The regulation of discrete-time, constant, linear stochastic systems with quadratic performance criterion is considered. A fixed-dimensional, linear time-invariant controller is used. Algebraic matrix equations are derived whose solutions are the gains of the fixed-dimensional optimal controller.
Keywords :
Linear systems, stochastic discrete-time; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Suboptimal control; Actuators; Automatic control; Computer errors; Control systems; Cost function; Frequency; Optimal control; Poles and zeros; Sampling methods; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1975.1100967
