Multivariable controller for discrete stochastic amplitude-constrained systems
A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stat...
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| Format: | Article |
| Language: | English |
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Norwegian Society of Automatic Control
1983-04-01
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| Series: | Modeling, Identification and Control |
| Subjects: | |
| Online Access: | http://www.mic-journal.no/PDF/1983/MIC-1983-2-2.pdf |
| Summary: | A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controller. |
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| ISSN: | 0332-7353 1890-1328 |