• DocumentCode
    813587
  • 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
  • Volume
    19
  • Issue
    1
  • fYear
    1974
  • fDate
    2/1/1974 12:00:00 AM
  • Firstpage
    47
  • Lastpage
    49
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1974.1100454
  • Filename
    1100454
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=813587