FEEDBACK CONTROL OF A CLASS OF LINEAR SYSTEMS WITH JUMP PARAMETERS

被引：230

作者：

SWORDER, DD

机构：

[1] Department of Electrical Engineering, University of Southern California, Los Angeles, Calif.

来源：

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

关键词：

D O I：

10.1109/TAC.1969.1099088

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

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. © 1969 IEEE. All rights reserved.

引用

页码：9 / &

共 10 条

[1]

ATHANS M, 1966, OPTIMAL CONTROL

[2]

Berkovitz L. D., 1964, ADV GAME THEORY, P127

[3]

BRIDGELAND TF, 1965, SIAM J CONTROL A, V2, P137

[4]

DRENICK RF, 1964, IEEE T AUTOMAT CONTR, VAC 9, P236

[5]

Gersch W., 1963, P 1 ANN ALL C URB IL, P621

[6]

GUNCKEL TL, 1963, J BASIC ENGINEERIN D, V85, P197

[7] ON STOCHASTIC MAXIMUM PRINCIPLE - FIXED TIME OF CONTROL [J].

KUSHNER, HJ .

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1965, 11 (1-3) :78-&

[8]

Pontryagin L., 1962, MATH THEORY OPTIMAL

[9] ON CONTROL OF STOCHASTIC SYSTEMS [J].

SWORDER, DD .

INTERNATIONAL JOURNAL OF CONTROL, 1967, 6 (02) :179-&

[10]

SWORDER DD, TO BE PUBLISHED

← 1 →