Search
×

Sign up

Use your Facebook account for quick registration

OR

Create a Shvoong account from scratch

Already a Member? Sign In!
×

Sign In

Sign in using your Facebook account

OR

Not a Member? Sign up!
×

Sign up

Use your Facebook account for quick registration

OR

Sign In

Sign in using your Facebook account

Shvoong Home>Science>Discrete-Time Linear Optimal Control with a Random Input Study Summary

Discrete-Time Linear Optimal Control with a Random Input Study

Article Summary   by:fadzlina     Original Authors: Sie Long; Kek
ª
 
The purpose of this paper is to study the random input in a discrete-time linear optimal control system. Since the random input includes the measurement noise and disturbance input, it is often referred as white noise when evaluating a quadratic performance functional. With the random input presented in a system, the state variable is impossible determined precisely at the later time. Due to the existence of noise, the state variable is considered as a random sequence which satisfies the Markov property and could be described by the probability transition matrix. Additional, the mean-value and the covariance matrix of the state give the meaningful information for investigation of the stochastic linear optimal control system. A simple simulation of scalar system is discussed and the graphical optimal solution is represented.
Published: April 23, 2007   
Please Rate this Summary : 1 2 3 4 5
Translate Send Link Print
X

.