DocumentCode
823604
Title
Single step versus multistep performance criteria for steady state SISO systems
Author
Wouters, Willy R E
Author_Institution
Koninklijke Shell, Amsterdam, The Netherlands
Volume
22
Issue
2
fYear
1977
fDate
4/1/1977 12:00:00 AM
Firstpage
272
Lastpage
274
Abstract
It is shown that the positive weighting of expended control energy can give an unstable controller design if the uncontrolled system is unstable and a single step cost function is used. Multistep performance criteria avoid this problem.
Keywords
Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Adaptive control; Control systems; Cost function; Equations; Filters; Random variables; Steady-state; Stochastic systems; Vectors; Weight control;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1977.1101457
Filename
1101457
Link To Document