DocumentCode
3012560
Title
Linear regulator design for stochastic systems by a multiple time scale method
Author
Teneketzis, D. ; Sandell, N.R.
Author_Institution
Massachusetts Institute of Technology
fYear
1976
fDate
1-3 Dec. 1976
Firstpage
216
Lastpage
218
Abstract
This paper develops a hierarchically-structured, suboptimal controller for a linear stochastic system composed of fast and slow subsystems. It is proved that the controller is optimal in the limit as the separation of time scales of the subsystems becomes infinite.
Keywords
Laboratories; Machinery; Optimal control; Regulators; Riccati equations; Stochastic processes; Stochastic systems; Systems engineering and theory;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
Conference_Location
Clearwater, FL, USA
Type
conf
DOI
10.1109/CDC.1976.267735
Filename
4045595
Link To Document