Discrete minimax linear quadratic regulation of continuous-time systems (Q1096580)
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scientific article; zbMATH DE number 4031555
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete minimax linear quadratic regulation of continuous-time systems |
scientific article; zbMATH DE number 4031555 |
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Discrete minimax linear quadratic regulation of continuous-time systems (English)
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1987
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A controlled continuous-time stochastic differential system with partial observations is considered. As a result of the application of a digital controller, the control signal is with periodic statistical properties, which leads to the same behavior of the state system and the output, named cyclostationary processes. A quadratic cost function is introduced which depends on the periodic nature of the statistics. A minimax variance regulator is proposed as a new method for regulating the output variance. In comparison with the minimum variance regulator it gives a certain improvement, due to the cyclostationary nature of the control signal. Illustrative examples are also provided.
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continuous-time stochastic differential system
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partial observations
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digital controller
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cyclostationary processes
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minimax variance regulator
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continuous-time
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