| contributor author | P. J. McLane | |
| date accessioned | 2017-05-09T01:25:48Z | |
| date available | 2017-05-09T01:25:48Z | |
| date copyright | March, 1972 | |
| date issued | 1972 | |
| identifier issn | 0022-0434 | |
| identifier other | JDSMAA-25987#34_1.pdf | |
| identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/160290 | |
| description abstract | A quadratic minimization problem for a linear stochastic system is solved in this paper. Both the finite and infinite terminal time cases are considered. Also two precise representations of the controlled stochastic process are considered. In one representation we include the correction term [6] for the state and control-dependent noise and in the other we do not. For the case with no correction terms, the optimal control is shown to be a linear feedback of the system state variables. Uniqueness and stability conditions are presented for this problem. The case with correction term is much harder to solve and we only determine the linear optimal control. An example is included which illustrates many results of the paper. | |
| publisher | The American Society of Mechanical Engineers (ASME) | |
| title | Linear Optimal Control of a Linear System With State and Control Dependent Noise | |
| type | Journal Paper | |
| journal volume | 94 | |
| journal issue | 1 | |
| journal title | Journal of Dynamic Systems, Measurement, and Control | |
| identifier doi | 10.1115/1.3426539 | |
| journal fristpage | 34 | |
| journal lastpage | 40 | |
| identifier eissn | 1528-9028 | |
| keywords | Noise (Sound) | |
| keywords | Optimal control | |
| keywords | Linear systems | |
| keywords | Stochastic processes | |
| keywords | Stochastic systems | |
| keywords | Feedback AND Stability | |
| tree | Journal of Dynamic Systems, Measurement, and Control:;1972:;volume( 094 ):;issue: 001 | |
| contenttype | Fulltext | |
