OPTIMAL CONTROL OF LINEAR SYSTEMS WITH TIME-DELAY AND OBSERVATION NOISE

被引：84

作者：

KLEINMAN, DL

机构：

[1] Bolt Branek and Newman Inc., Cambridge, Mass.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 05期

关键词：

D O I：

10.1109/TAC.1969.1099242

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

The problem of controlling a linear system to minimize a quadratic cost criterion is investigated when the system output is a delayed linear combination of system states corrupted by additive observation noise. It is shown that the optimal control is generated by the cascade combination of a Kalman filter and a least mean-squared predictor. Expressions are derived for the minimum cost and for the state variances. Copyright © 1970 by The Institute of Eiectrical and Electronics Engineers, Inc.

引用

页码：524 / &