Stochastic optitrial pointwise regulation control for linear discrete-time distributed parameter systems

Abstract

This paper presents the solution of a stochastic optimal pointwise regulation control problem of linear discrete-time distributed parameter systems associated with linear discrete-time discrete-space measurements and additive noise. The resulting control scheme consists structurally of an estimator and a deterministic controller in cascade : a linear distributive Kalman-type filter to yield the minimum-variance state estimate and an optimal deterministic controller, derived from solving the corresponding deterministic control problem, which uses this estimate, A numerical example is presented.

Notes

The research presented in this paper was supported by National Research Council of Canada, Grant Number A-3138.

Additional information

Notes on contributors

A. C. SOUDACK

Currently Visiting Scientist at the Weizmann Institute of Science. Rehovot.