OPTIMUM CONTROL OF LINEAR, SAMPLED DATA SYSTEMS WITH INACCESSIBLE STATE VARIABLES,

Abstract

Some new results in the optimum control of linear systems with respect to a quadratic performance criterion are given. It is assumed that the system is subject to additive random disturbances and that some state variables cannot be measured or can only be measured with additive noise. It is well known that when the disturbance and noise are normal random variables, the optimum controller is a linear function of the minimum mean squared estimates for the state variables. In this study the result is shown to hold without qualification. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1968
Accession Number
AD0670569

Entities

People

  • J. G. Root

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Linear Systems
  • Mathematics
  • Qualifications
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.
  • Robotics and Automation.