Title :
Feedback control of a class of linear systems with jump parameters
Author :
Sworder, David D.
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
2/1/1969 12:00:00 AM
Abstract :
A class of linear systems are studied which are subject to sudden changes in parameter values. An algorithm similar in form to Kushner´s stochastic maximum principle is derived and the relationship between these algorithms discussed. Systems in which the performance measure is quadratic are investigated in detail and a differential equation is derived which yields the optimal feedback gains.
Keywords :
Jump parameter systems; Linear systems, stochastic continuous-time; Control systems; Differential equations; Feedback control; Force feedback; Gain measurement; Linear systems; Optimal control; Performance gain; Stochastic processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099088
