DocumentCode
807643
Title
Bayes´ controllers with memory for a linear system with jump parameters
Author
Sworder, D.D.
Author_Institution
University of Southern California, Los Angeles, CA, USA
Volume
17
Issue
1
fYear
1972
fDate
2/1/1972 12:00:00 AM
Firstpage
119
Lastpage
121
Abstract
The Bayes´ regulator with perfect memory is derived for a linear stochastic plant with an incomplete probabilistic description. Because of the complexity of the equations characterizing the optimal control, two suboptimal approximations are also given. It is shown that under appropriate conditions, one of the suboptimal controllers is better than the best zero memory regulator.
Keywords
Bayes procedures; Jump parameter systems; Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Suboptimal control; Control systems; Costs; Degradation; Equations; Industrial control; Linear systems; Optimal control; Regulators; Stochastic systems; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099877
Filename
1099877
Link To Document