NASA Logo

NTRS

NTRS - NASA Technical Reports Server

Back to Results
On optimal control of linear systems in the presence of multiplicative noiseThis correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.
Document ID
19760037821
Acquisition Source
Legacy CDMS
Document Type
Reprint (Version printed in journal)
Authors
Joshi, S. M.
(NASA Langley Research Center Hampton, Va., United States)
Date Acquired
August 8, 2013
Publication Date
January 1, 1976
Publication Information
Publication: IEEE Transactions on Aerospace and Electronic Systems
Volume: AES-12
Subject Category
Cybernetics
Accession Number
76A20787
Distribution Limits
Public
Copyright
Other

Available Downloads

There are no available downloads for this record.
No Preview Available