On the control of stochastic systems. II †

† Communicated by the Author.

Abstract

In many control system applications ‘ white ’ noise is used as a modal for measurement inaccuracies. Although formal oporations on ‘ white ’ noiso do yield satisfactory results in somo special cases, in general move careful attention to detail is required. For a linear stochastic plant with ‘ white ’ noisy in a measurement sub-system it is shown hero that formal treatment of the noiso yields only a first-order approximation to tho true optimal controller. Both optimal and sub-optimal controllers are studied.

Notes

† Communicated by the Author.