• 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