• DocumentCode
    1446191
  • Title

    Box, Jenkins-Ã\x85ström and Kalman linear control laws and their equivalence

  • Author

    Watson, W.

  • Author_Institution
    Leicester Polytechnic, School of Mathematics Computing & Statistics, Leicester, UK
  • Volume
    123
  • Issue
    4
  • fYear
    1976
  • fDate
    4/1/1976 12:00:00 AM
  • Firstpage
    377
  • Lastpage
    380
  • Abstract
    A state-space equivalent of the general Box, Jenkins¿Åström single input/output, discrete stochastic-system model is given. The `noise¿ estimates from them are shown to be the same. It is suggested that equivalence of the controls, for the same cost function, follows directly; but the equivalence is also demonstrated more formally. The relation of these results to those for a model with uncorrelated system and measurement noise, and to `multistage¿ control, is also dealt with.
  • Keywords
    noise; state-space methods; equivalence; linear control laws; noise; state space equivalent;
  • fLanguage
    English
  • Journal_Title
    Electrical Engineers, Proceedings of the Institution of
  • Publisher
    iet
  • ISSN
    0020-3270
  • Type

    jour

  • DOI
    10.1049/piee.1976.0086
  • Filename
    5254006
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1446191