Computation of sub–optimal linear controls for non–linear stochastic systems†

†Communicated by Dr. A. T. Fuller.

Abstract

A successive approximation technique based on statistical linearization is developed which permits the design of sub–optimal linear controls for non–linear time–invariant processes perturbed by Gaussian random disturbances. The application of the technique to a chemical process example is given, and the validity of the results is confirmed by simulation.

Notes

†Communicated by Dr. A. T. Fuller.