OPTIMAL STATIONARY CONTROL OF LINEAR SYSTEMS WITH CONTROL-DEPENDENT NOISE

被引：73
作者：
KLEINMAN, DL
机构：
[1] Bolt, Beranek, and Newman, Inc., Cambridge, Mass.
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 06期
关键词：
D O I：
10.1109/TAC.1969.1099303
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Optimal stochastic control is investigatied for linear systems in which the intensity of the driving noise is proportional to control input. Conditions are given under which an optimal control always exists. It is shown that the optimal control is linear in the system state. A convergent algorithm is developed for computing the optimal feedback gains. Copyright © 1970 by The Institute of Electrical and Electronics Engineers, Inc.
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页码：673 / +
页数：1
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