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Journal ArticleDOI

Sub-optimal Time-variable Feedback Control of Linear Dynamic Systems with Random Inputs†

Sven Axsäter
- 01 Dec 1966 - 
- Vol. 4, Iss: 6, pp 549-566
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TLDR
In this paper, the problem of determining optimal control of a linear system affected by noise and with incomplete information about the actual state when the criterion is quadratic and the control signal is restricted to be a linear transformation of observations is considered.
Abstract
The problem considered is that of determining optimal control of a linear system affected by noise and with incomplete information about the actual state when the criterion is quadratic and the control signal is restricted to be a linear transformation of observations. An algorithm for optimization giving monotone convergence is presented and the existence of a solution is proved. A necessary condition is derived with the aid of the algorithm and the question of uniqueness is discussed.

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Citations
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Journal ArticleDOI

Optimal limited state variable feedback controllers for linear systems

TL;DR: In this article, the problem of designing compensators, the dimensions of which are fixed a priori, for linear systems is considered, and two types of compensators are considered: static (gain only) compensators which operate directly upon the output signals to generate the controls, and dynamic compensators of fixed dimension.
Journal ArticleDOI

Optimal stochastic control of linear systems with state- and control-dependent disturbances

TL;DR: In this article, a review of the solution of the linear regulator problem for linear systems with state and control-dependent disturbances is presented, both the finite and infinite terminal time cases are treated.
Journal ArticleDOI

On the design of optimal constrained dynamic compensators for linear constant systems

TL;DR: In this paper, the design of linear time-invariant dynamic compensators of fixed dimensionality s, which are to be used for the regulation of an n th-order linear time invariant plant, is dealt with.
Journal ArticleDOI

On observers in multi-variable control systems†

TL;DR: In this article, necessary and sufficient conditions are derived for which a dynamical observer can be employed to estimate the plant state variables, and when a compatibly observer is employed, the plant input vector is made equal to a linear, time-invariant, matrix multiplication on the estimated plant state vector, provided the plant can always be stabilized.
Journal ArticleDOI

Minimum energy controllers with inequality constraints on output variances

TL;DR: In this paper, the design of control systems to minimize the input energy subject to output variance inequality constraints is considered and necessary and sufficient conditions are developed for state feedback, measurement feedback and dynamic controllers.
References
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Book

Theory of Ordinary Differential Equations

TL;DR: The prerequisite for the study of this book is a knowledge of matrices and the essentials of functions of a complex variable as discussed by the authors, which is a useful text in the application of differential equations as well as for the pure mathematician.
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