Relationship between åström control and the kalman linear regulator — Caines revisited

Warwick, K. (1990) Relationship between åström control and the kalman linear regulator — Caines revisited. Optimal Control Applications and Methods, 11 (3). pp. 223-232. ISSN 0143-2087 doi: 10.1002/oca.4660110304

Abstract/Summary

The relationship between minimum variance and minimum expected quadratic loss feedback controllers for linear univariate discrete-time stochastic systems is reviewed by taking the approach used by Caines. It is shown how the two methods can be regarded as providing identical control actions as long as a noise-free measurement state-space model is employed.

Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/17815
Item Type	Article
Refereed	Yes
Divisions	Science
Uncontrolled Keywords	state-space methods, optimal observers, minimum variance controllers, Kalman filters, linear regulator
Publisher	Wiley-Blackwell
Download/View statistics	View download statistics for this item