Minimum variance control of first-order systems with a constraint on the input amplitude

DOI10.1109/TAC.1981.1102627zbMath0487.93066OpenAlexW1977608827MaRDI QIDQ3948984

Hannu T. T. Toivonen

Publication date: 1981

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1981.1102627

zbMATH Keywords

minimum variance controlconstraint on the input amplitudefirst-order stochastic systemnonlinear feedback strategy

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Transformations (93B17) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (3)

Suboptimal control of discrete stochastic amplitude constrained systems ⋮ Variance constrained self-tuning control ⋮ Constrained linear quadratic Gaussian control with process applications

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