Partially Singular Control of Linear Stochastic System

The partially singular stochastic regulator problem is solved in this paper for a time-invariant linear system with noisy observation. The performance index is taken here as J=E{x'Qx+u'Ru}, in which the control weighting matrix R is not non-singular. The explicit form of the optimal dynami...

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Bibliographische Detailangaben

Veröffentlicht in:	Keisoku Jidō Seigyo Gakkai ronbunshū 1976/10/30, Vol.12(5), pp.530-535
Hauptverfasser:	NAKAMIZO, Takayoshi, ÔSHIRO, Masakazu
Format:	Artikel
Sprache:	eng
Online-Zugang:	Volltext
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