Design of stochastic discrete time linear optimal regulators Part I. Relationship between control laws based on a time series approach and a state space approach

DOI10.1080/00207728208926405zbMath0501.93042OpenAlexW2041538912MaRDI QIDQ3967436

No author found.

Publication date: 1982

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728208926405

zbMATH Keywords

Kalman filterstate space modeldelay modelscontrolled autoregressive moving average modelk-step-ahead predictionreceding horizon cost functionsampled data control system design

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Sampled-data control/observation systems (93C57) Optimal stochastic control (93E20) Generalized coordinates; event, impulse-energy, configuration, state, or phase space for problems in mechanics (70G10)

Related Items (5)

A generalized LQG approach to self-tuning control Part II. Implementation and simulation ⋮ Adaptive GPC based on Laguerre-filters modelling ⋮ Optimal and asymptotically optimal linear regulators resulting from a one-stage performance index ⋮ Partial state reference model adaptive control of multivariable systems ⋮ Stability and convergence analyses of an adaptive GPC based on state-space modeling

Cites Work

• Digital adaptive controllers using second order models with transport lag
• On self tuning regulators
• Optimum design of digital control systems
• The optimal design of a discrete-time controller for a single-input, single-output system with time delays
• A transfer function approach to the linear discrete stationary filtering and the steady-state discrete optimal control problems
• Discrete calculus of variations
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Design of stochastic discrete time linear optimal regulators Part I. Relationship between control laws based on a time series approach and a state space approach