Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case

Keigo Watanabe; Spyros G. Tzafestas

doi:10.1080/00207728908910214

Observation-weighted controllers for linear stochastic systems using dual criterion—single input/single output case

Keigo Watanabe, Spyros G. Tzafestas

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Abstract

The solution of a dual criterion observation-weighted control problem is derived for linear single input/single output stochastic systems. The cost function involves the observation-weighted-type error and control weighting terms and also the sensitivity and complementary sensitivity weighting functions. The polynomial equation approach is applied so that the controller may be expressed in terms of the solution of diophantine equations. Some special cases, in which one or more weighting terms are set to zero, are also discussed.

Original language	English
Pages (from-to)	1305-1321
Number of pages	17
Journal	International Journal of Systems Science
Volume	20
Issue number	7
DOIs	https://doi.org/10.1080/00207728908910214
Publication status	Published - Jul 1989
Externally published	Yes

ASJC Scopus subject areas

Control and Systems Engineering
Theoretical Computer Science
Computer Science Applications

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abstract = "The solution of a dual criterion observation-weighted control problem is derived for linear single input/single output stochastic systems. The cost function involves the observation-weighted-type error and control weighting terms and also the sensitivity and complementary sensitivity weighting functions. The polynomial equation approach is applied so that the controller may be expressed in terms of the solution of diophantine equations. Some special cases, in which one or more weighting terms are set to zero, are also discussed.",

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