STRATEGIES OF CONTROL IN A LINEAR STOCHASTIC-SYSTEM WITH NON-GAUSSIAN DISTURBANCES

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作者
PANKOV, AR
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TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
An optimization problem for a linear stochastic system with a general-type quadratic quality criterion is studied in the presence of non-Gaussian disturbances. A minimax and an optimal robust strategy, along with suboptimal nonlinear control strategies, are described. A numerical example is considered.
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页码:832 / 840
页数:9
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