• 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