Minimum-Sensitivity Filter for Linear Time-Invariant Stochastic Systems with Uncertain Parameters

IEEE Transactions on Automatic Control

Volumn 21, Issue 1, 1976, Pages 98-100

  Chung, Richard C ^a   Bélanger, Pierre R ^b  

^a Ministry of Transportation   (Canada)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

CONTROL SYSTEMS, STOCHASTIC;

SIGNAL FILTERING AND PREDICTION;

EID: 0016923787     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1976.1101145     Document Type: Article

References (11)

1. A. H. Jazwinski, Stochastic Processes and Filtering Theory. New York: Academic, 1970.
2. S. F. Schmidt “Application of state-space methods to navigation problems,” Advan. Contr. Syst., vol. 3, pp. 293–340, 1966.
3. P. Dorato “On sensitivity in optimal control systems,” IEEE Trans. Automat. Contr. (Corresp.), vol. AC-8, pp. 256–257, July 1963.
4. B. Pagurek “Sensitivity of the performance of optimal control systems to plant parameter variations,” IEEE Trans. Automat. Contr. (Short Papers), vol. AC-10, pp. 178–180, Apr. 1965.
5. D. D. Siljak and R. C. Dorf, “On the minimization of sensitivity in optimal control systems,” in Proc. 3rd Allerton Conf. Circuit and Systems Theory, Oct. 1965, pp. 225–229.
6. P. R. Bélanger “Some aspects of control tolerances and first-order sensitivity in optimal control systems,” IEEE Trans. Automat. Contr., vol. AC-11, pp. 77–83, Jan. 1966.
7. S. J. Kahne, “Low sensitivity design of optimal linear control systems,” in Proc. 4th Allerton Conf. Circuit and Systems Theory, Oct 1966, pp. 499–507.
8. V. V. S. Sarma, and B. L. Deekshatulu “Sensitivity design of optimal linear systems,” Int. J. Contr., vol. 8, no. 6, pp. 653–658, 1968.
9. R. E. Higginbotham, “Design of sensitivity and state variable feedback optimal control systems,” in Proc 7th Allerton Conf. Circuit and Systems Theory, Oct. 1969, pp. 539–548.
10. M. Athans, R. P. Wishner, and A. Bertolini, “Suboptimal state estimation for continuous-time nonlinear systems from discrete noisy measurements,” IEEE Trans. Automat. Contr., vol. AC-13, pp 504–514, Oct 1968.
11. L. S. Lasdon, S. K. Mitter, and A. D. Waren “The conjugate gradient method for optimal control problems,” IEEE Trans. Automat. Contr., vol. AC-12, pp. 132–138, Apr. 1967.