Title :
Bayes´ controllers with memory for a linear system with jump parameters
Author_Institution :
University of Southern California, Los Angeles, CA, USA
fDate :
2/1/1972 12:00:00 AM
Abstract :
The Bayes´ regulator with perfect memory is derived for a linear stochastic plant with an incomplete probabilistic description. Because of the complexity of the equations characterizing the optimal control, two suboptimal approximations are also given. It is shown that under appropriate conditions, one of the suboptimal controllers is better than the best zero memory regulator.
Keywords :
Bayes procedures; Jump parameter systems; Linear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Suboptimal control; Control systems; Costs; Degradation; Equations; Industrial control; Linear systems; Optimal control; Regulators; Stochastic systems; Uncertainty;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1972.1099877
