A VARIATIONAL APPROACH TO THE POLYNOMIAL OPTIMIZATION OF MULTIVARIABLE CONTROL WITH COLORED NOISE AT THE CONTROLLER OUTPUT

Authors
PARKES NE ROBERTS AP NEWMANN MM
Citation
Ne. Parkes et al., A VARIATIONAL APPROACH TO THE POLYNOMIAL OPTIMIZATION OF MULTIVARIABLE CONTROL WITH COLORED NOISE AT THE CONTROLLER OUTPUT, International Journal of Control, 62(5), 1995, pp. 1037-1048
Citations number
10
Categorie Soggetti
Controlo Theory & Cybernetics","Robotics & Automatic Control
Journal title
International Journal of Control → ACNP
ISSN journal
00207179
Volume
62
Issue
5
Year of publication
1995
Pages
1037 - 1048
Database
ISI
SICI code
0020-7179(1995)62:5<1037:AVATTP>2.0.ZU;2-Q
Abstract
A method is derived for the design of an optimal continuous-time contr oller for a multivariable plant in the presence of stochastic inputs, which in this case includes coloured noise at the controller output. T he design processes are polynomial and the derivation is based on the calculus of variations. An example illustrates the design process.