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Suboptimal Linear Regulations for Linear Systems with Known Initial-State Statistics

Mårtensson, Krister (1970) In Report TFRT 3022.
Abstract
For linear systems with quadratic loss the optimal control is a linear feedback from all the state variables of the system. If all the states are not measurable, it is sometimes possible to construct a suboptimal linear regulator which is almost as good as the full optimal. In this report an algorithm is deduced, which computes a suboptimal strategy when the statistics of the initial state of the system is known.
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author
organization
publishing date
type
Book/Report
publication status
published
subject
in
Report TFRT
volume
3022
publisher
Department of Automatic Control, Lund Institute of Technology (LTH)
ISSN
0346-5500
language
English
LU publication?
no
id
f981cc5c-cd64-449b-9679-2964091182f9 (old id 8601124)
date added to LUP
2016-02-12 09:44:38
date last changed
2016-04-16 03:28:00
@techreport{f981cc5c-cd64-449b-9679-2964091182f9,
  abstract     = {For linear systems with quadratic loss the optimal control is a linear feedback from all the state variables of the system. If all the states are not measurable, it is sometimes possible to construct a suboptimal linear regulator which is almost as good as the full optimal. In this report an algorithm is deduced, which computes a suboptimal strategy when the statistics of the initial state of the system is known.},
  author       = {Mårtensson, Krister},
  institution  = {Department of Automatic Control, Lund Institute of Technology (LTH)},
  issn         = {0346-5500},
  language     = {eng},
  series       = {Report TFRT},
  title        = {Suboptimal Linear Regulations for Linear Systems with Known Initial-State Statistics},
  volume       = {3022},
  year         = {1970},
}