Advertisement

The Continuous-Time Problem with Imperfect-State Measurements

  • Tamer Başar
  • Pierre Bernhard
Part of the Modern Birkhäuser Classics book series (MBC)

Abstract

We now turn to the class of continuous-time problems originally formulated in Section 1.2, where the state variable is no longer available to the controller, but only a disturbance-corrupted linear output is. The system is therefore described by the following equations
$$\begin{array}{*{20}c} {\dot x\left( t \right) = \left( t \right)x\left( t \right) + B\left( t \right)u\left( t \right) + D\left( t \right)w\left( t \right),} & {x\left( 0 \right) = x_0 } \\ \end{array}$$
(5.1)
$$y\left( t \right) = C\left( t \right)x\left( t \right) + E\left( t \right)w\left( t \right)$$
(5.2)
.

Keywords

Continuous Time Riccati Equation Auxiliary Problem Conjugate Point Optimal Controller 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media New York 2008

Authors and Affiliations

  • Tamer Başar
    • 1
  • Pierre Bernhard
    • 2
  1. 1.Coordinated Science LaboratoryUniversity of IllinoisUrbanaUSA
  2. 2.Unité de Recherche Sophia-AntipolisINRIAValbonne CedexFrance

Personalised recommendations