ON OPTIMAL CONTROL OF DISCRETE-TIME LINEAR SYSTEMS WITH RANDOM PARAMETERS

被引：28

作者：

BARSHALO.Y

SIVAN, R

机构：

[1] Technfon—Israel Institute of Technology, Haifa

[2] Department of Electrical Engineering, Technion-Israel Institute of Technology, Haifa

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 01期

关键词：

D O I：

10.1109/TAC.1969.1099087

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This work is concerned with the optimal control of a discrete-time linear system with random parameters. It is assumed that the parameters of the system vary randomly during the process, namely, the parameters constitute sequences of random variables. These random variables are not necessarily independent. An important particular case occurs where there are unknown constant parameters in the system. The measurements of the state of the system contain additive noise. A quadratic function of the state and controller, with appropriate weighting, servesas the criterion function. The solutions for the open-loop controller and the open-loop feedback controller are presented. The method of solution is based on the dynamic programming approach which leads to functional recurrence equations. © 1969 IEEE. All rights reserved.

引用

页码：3 / &