DocumentCode
820576
Title
Optimal regulation of stochastic linear systems with adjustable parameter
Author
Roberts, R.F. ; Meditch, J.S.
Author_Institution
McDonnell-Douglas Astronautics Company, Huntington Beach, CA, USA
Volume
21
Issue
1
fYear
1976
fDate
2/1/1976 12:00:00 AM
Firstpage
100
Lastpage
104
Abstract
The optimal regulation for stochastic linear systems with adjustable plant parameters is examined and posed as a nonlinear programming problem. A computational procedure built around the generalized reduced gradient algorithm is developed to solve the associated plant-controller design problem. The procedure is illustrated via a lateral autopilot design in which the quality of regulation is improved by approximately 18 percent over that achievable with a nominal fixed plant.
Keywords
Linear systems, stochastic continuous-time; Nonlinear programming; Optimal regulators; Optimal stochastic control; Stochastic optimal control; Computational modeling; Gradient methods; Kalman filters; Linear systems; Maximum likelihood detection; Noise generators; Nonlinear filters; Optimal control; Servomotors; Stochastic systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1976.1101147
Filename
1101147
Link To Document