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Record 3 of 11684
On optimal control of linear systems in the presence of multiplicative noise
Author and Affiliation:
Joshi, S. M.(NASA Langley Research Center, Hampton, Va., United States)
Abstract: This 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.
Publication Date: Jan 01, 1976
Document ID:
19760037821
(Acquired Dec 01, 1995)
Accession Number: 76A20787
Subject Category: CYBERNETICS
Document Type: Journal Article
Publication Information: IEEE Transactions on Aerospace and Electronic Systems; p. Jan. 197; AES-12
Publisher Information: United States
Financial Sponsor: NASA; United States
Organization Source: NASA Langley Research Center; Hampton, VA, United States
Description: 6p; In English
Distribution Limits: Unclassified; Publicly available; Unlimited
Rights: Copyright
NASA Terms: DYNAMIC PROGRAMMING; LINEAR SYSTEMS; OPTIMAL CONTROL; WHITE NOISE; ESTIMATING; HEURISTIC METHODS; MATRICES (MATHEMATICS); STATE VECTORS; STOCHASTIC PROCESSES
Imprint And Other Notes: IEEE Transactions on Aerospace and Electronic Systems, vol. AES-12, Jan. 1976, p. 80-85.
Miscellaneous Notes: p. 80-85
Availability Source: Other Sources
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