On the Accuracy of the Stochastic Simulation of Infinite-Horizon LQG Control Systems

Oran B. T., Phillips C. L.

IEEE Transactions on Automatic Control, vol.36, no.4, pp.492-494, 1991 (SCI-Expanded, Scopus) identifier identifier

  • Publication Type: Article / Article
  • Volume: 36 Issue: 4
  • Publication Date: 1991
  • Doi Number: 10.1109/9.75109
  • Journal Name: IEEE Transactions on Automatic Control
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.492-494
  • Dokuz Eylül University Affiliated: Yes

Abstract

The simulation accuracy of the infinite-horizon sampled- data linear-quadratic Gaussian (LQG) control system is investigated. Specifically, the effect of the proper selection of the noise statistics, their dependence on the integration routines, and their effects on robustness recovery are addressed. © 1991 IEEE