Title :
Equivalence of the Box--Jenkins--Astrom control law to the Kalman linear regulator
Author_Institution :
University of Oxford, Department of Engineering Science, Oxford, UK
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;
Journal_Title :
Electronics Letters
DOI :
10.1049/el:19730160
