Title :
Multi-stage performance of SISO LQG systems under single-stage control
Author :
Hughes, D.J. ; Jacobs, O.L.R.
Author_Institution :
Operational Research Service of the DHSS, London, England
fDate :
10/1/1978 12:00:00 AM
Abstract :
This note discusses a conjecture made in a recent note about the performance over many stages of single-stage control laws. Drawing on previously published results, it shows how higher order systems under single-stage control can demonstrate behavior not found in first-order systems under single-stage control.
Keywords :
Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Control systems; Councils; Equations; Jacobian matrices; Open loop systems; Optimal control; Random variables; Steady-state; Stochastic systems; Weight control;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1978.1101877
