Title :
Optimal time-invariant compensators for linear stochastic time-invariant systems
Author :
Mendel, Jerry M.
Author_Institution :
McDonnell Douglas Astronautics Company, Huntington Beach, California
Abstract :
Necessary conditions that have to be satisfied by the four design matrices of a time-invariant dynamic compensator are obtained for a general optimal limited state feedback controller design problem in which plant noise and measurement noise may both be present. These design matrices are chosen so that an infinite terminal time quadratic measure of system performance is extremized.
Keywords :
Control systems; Extraterrestrial measurements; Linear feedback control systems; Noise measurement; Optimal control; State feedback; Stochastic resonance; Stochastic systems; System performance; Time measurement;
Conference_Titel :
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location :
Phoenix, AZ, USA
DOI :
10.1109/CDC.1974.270439
