LIMITING FORMS OF OPTIMUM STOCHASTIC LINEAR REGULATORS

B FRIEDLAND B

LIMITING FORMS OF OPTIMUM STOCHASTIC LINEAR REGULATORS

B FRIEDLAND B

Research output: Contribution to conference › Paper › peer-review

Abstract

By means of a limiting process it was shown that a meaningful stochastic control law may result for a linear process with a quadratic performance criterion whnn the control is not weighted, or when the observations are noisefree. Although the calculations were carried out for the special case in which the process is time- invariant and the control interval is infinite, the extension of these results to the more general case of a time-varying process with a finite control interval would appear to be relatively straightforward.

Original language	American English
Pages	212-220
Number of pages	9
State	Published - 1970
Externally published	Yes
Event	ASME, 11th Jt Automat Contr Conf Amer Automat Contr Council - Atlanta, Ga Duration: Jun 22 1970 → Jun 26 1970

Other

Other	ASME, 11th Jt Automat Contr Conf Amer Automat Contr Council
City	Atlanta, Ga
Period	6/22/70 → 6/26/70

ASJC Scopus subject areas

General Engineering

Cite this

@conference{1e447df24f784e9da5bb971afad37171,

title = "LIMITING FORMS OF OPTIMUM STOCHASTIC LINEAR REGULATORS",

abstract = "By means of a limiting process it was shown that a meaningful stochastic control law may result for a linear process with a quadratic performance criterion whnn the control is not weighted, or when the observations are noisefree. Although the calculations were carried out for the special case in which the process is time- invariant and the control interval is infinite, the extension of these results to the more general case of a time-varying process with a finite control interval would appear to be relatively straightforward.",

author = "\{FRIEDLAND B\}, B",

year = "1970",

language = "American English",

pages = "212--220",

note = "ASME, 11th Jt Automat Contr Conf Amer Automat Contr Council ; Conference date: 22-06-1970 Through 26-06-1970",

}

TY - CONF

T1 - LIMITING FORMS OF OPTIMUM STOCHASTIC LINEAR REGULATORS

AU - FRIEDLAND B, B

PY - 1970

Y1 - 1970

N2 - By means of a limiting process it was shown that a meaningful stochastic control law may result for a linear process with a quadratic performance criterion whnn the control is not weighted, or when the observations are noisefree. Although the calculations were carried out for the special case in which the process is time- invariant and the control interval is infinite, the extension of these results to the more general case of a time-varying process with a finite control interval would appear to be relatively straightforward.

AB - By means of a limiting process it was shown that a meaningful stochastic control law may result for a linear process with a quadratic performance criterion whnn the control is not weighted, or when the observations are noisefree. Although the calculations were carried out for the special case in which the process is time- invariant and the control interval is infinite, the extension of these results to the more general case of a time-varying process with a finite control interval would appear to be relatively straightforward.

UR - https://www.scopus.com/pages/publications/0014888257

UR - https://www.scopus.com/pages/publications/0014888257#tab=citedBy

M3 - Paper

SP - 212

EP - 220

T2 - ASME, 11th Jt Automat Contr Conf Amer Automat Contr Council

Y2 - 22 June 1970 through 26 June 1970

ER -

LIMITING FORMS OF OPTIMUM STOCHASTIC LINEAR REGULATORS

Abstract

Other

ASJC Scopus subject areas

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