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The role and use of the stochastic linear-quadratic-Gaussian problem in control system design.The role of the linear-quadratic stochastic control problem in engineering design is reviewed in tutorial fashion. The design approach is motivated by considering the control of a nonlinear uncertain plant about a desired input-output response. It is demonstrated how a design philosophy based on (1) deterministic perturbation control, (2) stochastic state estimation, and (3) linearized stochastic control leads to an overall closed-loop control system. The emphasis of the paper is on the philosophy of the design process, the modeling issue, and the formulation of the problem; the results are given for the sake of completeness, but no proofs are included. The systematic off-line nature of the design process is stressed throughout.
Document ID
19720029135
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Athans, M.
(MIT Cambridge, Mass., United States)
Date Acquired
August 6, 2013
Publication Date
December 1, 1971
Publication Information
Publication: IEEE Transactions on Automatic Control
Volume: AC-16
Subject Category
Electronics
Report/Patent Number
AD-738763
AFOSR-72-0512TR
Accession Number
72A12801
Funding Number(s)
CONTRACT_GRANT: AF-AFOSR-70-194
CONTRACT_GRANT: NGL-22-009-124
CONTRACT_GRANT: NSF GK-25781
Distribution Limits
Public
Copyright
Other

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