• DocumentCode
    800997
  • Title

    Optimal control of linear systems with time-delay and observation noise

  • Author

    Kleinman, David L.

  • Author_Institution
    Bolt, Beranek and Newman, Incorporated, Cambridge, MA, USA
  • Volume
    14
  • Issue
    5
  • fYear
    1969
  • fDate
    10/1/1969 12:00:00 AM
  • Firstpage
    524
  • Lastpage
    527
  • Abstract
    The problem of controlling a linear system to minimize a quadratic cost criterion is investigated when the system output is a delayed linear combination of system states corrupted by additive observation noise. It is shown that the optimal control is generated by the cascade combination of a Kalman filter and a least mean-squared predictor. Expressions are derived for the minimum cost and for the state variances.
  • Keywords
    Delay systems; Linear systems, time-invariant continuous-time; Additive noise; Control systems; Cost function; Delay effects; Delay lines; Equations; Human factors; Linear systems; Optimal control; Time domain analysis;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1969.1099242
  • Filename
    1099242
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=800997