Optimal control of linear systems with time-delay and observation noise
β Scribed by Kleinman, D.
- Book ID
- 120020098
- Publisher
- IEEE
- Year
- 1969
- Tongue
- English
- Weight
- 541 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0018-9286
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π SIMILAR VOLUMES
Recurrence formulas are developed for finding mean, variances, and other statistics of the state vector of linear systems with random time delay and Gaussian white noise input. These statistics are used to define optimal control functions for these systems. Lyapunov exponents are used to evaluate th
We study a ΓΏnite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The systems of this type may arise in embedded control applications and in certain applications in economics. The delay value is treated as an unknown variable but with known statistica