Asymptotic Properties of the Discrete Minimum Variance Output Feedback Control Law.

Abstract

In this paper the asymptotic behavior of the discrete minimum variance output feedback control law is investigated. It is shown that this control law results in an asymptotically stable closed-loop system. For time invariant systems, the output feedback gain tends to a periodic function of time which is easier to implement in the feedback loop. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1977
Accession Number
ADA042782

Entities

People

  • Albert B. Chammas
  • Cornelius T. Leondes

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Counter IED
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • California
  • Closed Loop Systems
  • Control Systems
  • Covariance
  • Data Science
  • Delta Functions
  • Engineering
  • Equations
  • Feedback
  • Lyapunov Functions
  • Numbers
  • Order Statistics
  • Periodic Functions
  • Random Variables
  • Steady State
  • Stochastic Processes

Fields of Study

  • Mathematics

Readers

  • Control Systems Engineering.
  • Regression Analysis.