DocumentCode
812056
Title
Performance of the a priori stochastic-optimal feedback control law
Author
Early, R.H. ; Early, B.N.
Author_Institution
Institute for Defense Analysis, Arlington, VA, USA
Volume
18
Issue
3
fYear
1973
fDate
6/1/1973 12:00:00 AM
Firstpage
316
Lastpage
317
Abstract
For a stochastic control system with noisy observations, some interest has been shown in mechanizing the optimal open-loop control law as a suboptimal feedback control law. Examples have appeared in the literature to show that the performance of this feedback control law is better than the performance of the optimal control function without feedback. It is shown here that in general this unproven observation is true.
Keywords
Nonlinear systems, stochastic discrete-time; Optimal stochastic control; Output feedback; Stochastic optimal control; Control systems; Feedback control; Feedback loop; Noise measurement; Open loop systems; Optimal control; Performance analysis; State feedback; Stochastic systems; Yttrium;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1973.1100309
Filename
1100309
Link To Document