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

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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

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To link to this item 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
Refereed:Yes
Divisions:Science
ID Code:17815
Uncontrolled Keywords:state-space methods, optimal observers, minimum variance controllers, Kalman filters, linear regulator
Publisher:Wiley-Blackwell
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