• DocumentCode
    827700
  • 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
  • Volume
    23
  • Issue
    5
  • fYear
    1978
  • fDate
    10/1/1978 12:00:00 AM
  • Firstpage
    951
  • Lastpage
    952
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1978.1101877
  • Filename
    1101877
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=827700