论文信息 - Feedback control of a class of linear systems with jump parameters

Feedback control of a class of linear systems with jump parameters

A class of linear systems are studied which are subject to sudden changes in parameter values. An algorithm similar in form to Kushner's stochastic maximum principle is derived and the relationship between these algorithms discussed. Systems in which the performance measure is quadratic are investigated in detail and a differential equation is derived which yields the optimal feedback gains.

D. Sworder

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