Title :
Single step versus multistep performance criteria for steady state SISO systems
Author :
Wouters, Willy R E
Author_Institution :
Koninklijke Shell, Amsterdam, The Netherlands
fDate :
4/1/1977 12:00:00 AM
Abstract :
It is shown that the positive weighting of expended control energy can give an unstable controller design if the uncontrolled system is unstable and a single step cost function is used. Multistep performance criteria avoid this problem.
Keywords :
Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Adaptive control; Control systems; Cost function; Equations; Filters; Random variables; Steady-state; Stochastic systems; Vectors; Weight control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1977.1101457
