Design of optimal partial state feedback controllers for linear systems in stochastic environmentsThe problem of obtaining an optimal control law, which is constrained to be a feedback of the available measurements, is considered for both continuous and discrete time linear systems subjected to additive white process noise and measurement noise. Necessary conditions are obtained for minimizing a quadratic performance function for both finite and infinite duration cases. The feedback gain matrices are constrained to be constant for the infinite duration cases. For all the cases considered, algorithms are derived for generating sequences of feedback gain matrices which successively improve the performance function. Computational aspects are discussed via application to two continuous time processes, including a helicopter/slung load system subjected to measurement noise and random wind gust input.
Document ID
19760039682
Acquisition Source
Legacy CDMS
Document Type
Conference Proceedings
Authors
Joshi, S. M. (NASA Langley Research Center Hampton, Va., United States)