Title :
Control of a linear system with a Markov property
Author :
Sworder, David D.
Author_Institution :
University of Southern California, Los Angeles, CA, USA-1965
fDate :
7/1/1965 12:00:00 AM
Abstract :
In this paper, the theory of games and statistical decisions is applied to the problem of synthesizing a controller for a linear discrete time plant in the presence of uncertainty about the value of certain process parameters. Particular care is taken to describe how these unknown parameters complicate the choice of the properties of an optimal control rule. The theory is illustrated by the study of the characteristics of a second-order system.
Keywords :
Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Control system synthesis; Control systems; Discrete time systems; Game theory; Linear systems; Noise measurement; Optimal control; Systems engineering and theory; Uncertainty; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1965.1098165
