Stochastic optimization of feedback control systems for mean-square-error minimization with reference to single-time-constant ideal†

†Communicated by the Authors.

Abstract

It is generally known that the design of linear systems for stochastic optimization for mean-square-error minimization leads to optimal systems that are insufficiently damped to be of practical utility. It is shown here that a modified definition of error, employing a properly chosen single-time-constant ideal, leads, on mean-square-error stochastic optimization, to systems which have much better damping characteristics. The procedure is illustrated by a typical gain-optimization problem in a servo system.

Notes

†Communicated by the Authors.