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
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;
Conference_Titel :
Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
Conference_Location :
Clearwater, FL, USA
DOI :
10.1109/CDC.1976.267735
