Title :
Comparison of open- and closed-loop sensitivities for systems with stochastic inputs
Author :
Sarma, V. ; Singh, Sushil
Author_Institution :
Indian Institute of Science, Bangalore, India
fDate :
4/1/1970 12:00:00 AM
Abstract :
For a stable linear system with a random input, expressions are derived for open- and closed-loop trajectory sensitivity. A condition is derived under which a closed-loop system is superior to the open-loop system.
Keywords :
Linear systems, stochastic; Sensitivity optimization; Stochastic systems, linear; Automatic control; Control systems; Controllability; Eigenvalues and eigenfunctions; Feedback; Kalman filters; Linear systems; Optimal control; Random processes; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1970.1099426
