N. N. Krasovsky, È. A. Lidsky, “Controller analytical design in systems with random properties. III. Optimum control in linear systems. Minimum of mean-square error”, Avtomat. i Telemekh., 22:11 (1961), 1425

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Avtomatika i Telemekhanika, 1961, Volume 22, Issue 11, Pages 1425–1431 (Mi at12429)

This article is cited in 6 scientific papers (total in 8 papers)

Controller analytical design in systems with random properties. III. Optimum control in linear systems. Minimum of mean-square error

N. N. Krasovsky, È. A. Lidsky

Sverdlovsk

Full-text PDF (836 kB) Citations (8)

Abstract: Linear stochastic control systems are considered. The optimal law of regulation is determined according to the general method developed formerly. The Lyapounov's function is assumed to be a quadratic form with variable coefficients. The mean-square error, minimized by choice of the law of regulation, estimates the transient performance. The problem of existence of solution is discussed.

Received: 18.03.1961

Document Type: Article

Language: Russian

Citation: N. N. Krasovsky, È. A. Lidsky, “Controller analytical design in systems with random properties. III. Optimum control in linear systems. Minimum of mean-square error”, Avtomat. i Telemekh., 22:11 (1961), 1425–1431

Citation in format AMSBIB

\Bibitem{1}

\by N.~N.~Krasovsky, \`E.~A.~Lidsky

\paper Controller analytical design in systems with random properties. III.~Optimum control in linear systems. Minimum of mean-square error

\jour Avtomat. i Telemekh.

\yr 1961

\vol 22

\issue 11

\pages 1425--1431

\mathnet{http://mi.mathnet.ru/at12429}

Linking options:

https://www.mathnet.ru/eng/at12429

https://www.mathnet.ru/eng/at/v22/i11/p1425

Cycle of papers

Controller analytical design in systems with random properties. I. Solution view. Solution method
N. N. Krasovsky, È. A. Lidsky
Avtomat. i Telemekh., 1961, 22:9, 1145–1150
Analytic construction of regulators for systems with random properties. II. Equations of optimal control. Approximate method of solution
N. N. Krasoysky, È. A. Lidsky
Avtomat. i Telemekh., 1961, 22:10, 1273–1278
Controller analytical design in systems with random properties. III. Optimum control in linear systems. Minimum of mean-square error
N. N. Krasovsky, È. A. Lidsky
Avtomat. i Telemekh., 1961, 22:11, 1425–1431

This publication is cited in the following 8 articles:

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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