The role and use of the stochastic linear-quadratic-Gaussian problem in control system design 论文
1971IEEE Transactions on Automatic Control引用 685
Target Tracking and Data Fusion in Sensor NetworksReservoir Engineering and Simulation MethodsFault Detection and Control Systems
详细信息
- 发表期刊/会议
- IEEE Transactions on Automatic Control
- 发表日期
- 1971-12-01
- 发表年份
- 1971
关键词
Target Tracking and Data Fusion in Sensor NetworksReservoir Engineering and Simulation MethodsFault Detection and Control Systems
摘要
The role of the linear-quadratic stochastic control problem in engineering design is reviewed in tutorial fashion. The design approach is motivated by considering the control of a non-linear uncertain plant about a desired input-output response. It is demonstrated how a design philosophy based on 1) deterministic perturbation control, 2) stochastic state estimation, and 3) linearized stochastic control leads to an overall closed-loop control system. The emphasis of the paper is on the philosophy of the design process, the modeling issue, and the formulation of the problem; the results are given for the sake of completeness, but no proofs are included. The systematic off-line nature of the design process is stressed throughout.