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

Mårtensson, Krister (1970) In Research Reports 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.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Book/Report
publication status
published
subject
in
Research Reports TFRT-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
2016-04-01 15:51:54
date last changed
2025-04-04 14:26:07
@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       = {{Research Reports TFRT-3022}},
  title        = {{Suboptimal Linear Regulations for Linear Systems with Known Initial-State Statistics}},
  url          = {{https://lup.lub.lu.se/search/files/4496453/8625764.pdf}},
  year         = {{1970}},
}