DocumentCode
922270
Title
Equivalence of the Box--Jenkins--Astrom control law to the Kalman linear regulator
Author
Hughes, D.J.
Author_Institution
University of Oxford, Department of Engineering Science, Oxford, UK
Volume
9
Issue
10
fYear
1973
Firstpage
220
Lastpage
221
Abstract
The letter demonstrates the equivalence of the BJA control law to the Kalman linear regulator for a class of single-input single-output stochastic LQP control problems. The result is obtained by comparing explicitly the two control laws derived for the same problem.
Keywords
control theory; equivalence classes; linear systems; stochastic systems; Box Jenkins Astrom control law; Kalman linear regulator; control theory; stochastic systems;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el:19730160
Filename
4236102
Link To Document