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A two-stage dual suboptimal controller for stochastic systems using approximate moments

✍ Scribed by A.L. Maitelli; T. Yoneyama


Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
414 KB
Volume
30
Category
Article
ISSN
0005-1098

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✦ Synopsis


This work concerns the development of a dual suboptimal controller for discrete time systems with stochastic parameters. The control signal is computed in such a way as to minimize the variance of the output around a reference value two steps ahead in time. The higher-order statistical moments are approximated using optimal predictions of the output. The behavior of the controller is illustrated by two examples.