Title :
A computational algorithm for design of regulators for linear jump parameter systems
Author :
Robinson, I.G. ; Sworder, D.D.
Author_Institution :
Hughes Aircraft Company, Canoga Park, CA, USA
fDate :
2/1/1974 12:00:00 AM
Abstract :
An iterative algorithm is presented for finding the optimal feedback controller for a linear jump parameter System with state-dependent transition probabilities. Conditions guaranteeing convergence are provided, and an example illustrates the application of the algorithm.
Keywords :
Jump parameter systems; Linear systems, stochastic continuous-time; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Adaptive control; Algorithm design and analysis; Differential equations; Feedback; Iterative algorithms; Markov processes; Random processes; Regulators; State-space methods; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1974.1100454
