A VARIATIONAL APPROACH TO THE POLYNOMIAL OPTIMIZATION OF MULTIVARIABLE CONTROL WITH COLORED MEASUREMENT NOISE

Authors
NEWMANN MM ROBERTS AP PARKES NE
Citation
Mm. Newmann et al., A VARIATIONAL APPROACH TO THE POLYNOMIAL OPTIMIZATION OF MULTIVARIABLE CONTROL WITH COLORED MEASUREMENT NOISE, International Journal of Control, 62(1), 1995, pp. 191-207
Citations number
12
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control
Journal title
International Journal of Control → ACNP
ISSN journal
00207179
Volume
62
Issue
1
Year of publication
1995
Pages
191 - 207
Database
ISI
SICI code
0020-7179(1995)62:1<191:AVATTP>2.0.ZU;2-C
Abstract
Polynomial optimization has been applied to multivariable control in t he presence of stochastic inputs including coloured measurement noise. The method has been derived using the calculus of variations, which i s thought to be a simpler formulation than completing squares. Both di screte-time and continuous-time systems are considered.