Optimal Control, Estimation Compensation of Linear Discrete-Time Systems with Stochastic Parameters

摘要

The problem of optimal control, estimation, and compensation is considered in the case of linear discrete-time systems with stochastic parameters and quadratic criteria. Descriptive algorithms for the calculation of the different results are given. Representation of parameter uncertainties by stochastic parameters leads automatically to control systems which are inherently robust with respect to parameter variations. Insights to develop the idea of robust control system design with the tool of stochastic parameters are obtained.