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

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Oran B. T., Phillips C. L.

IEEE Transactions on Automatic Control, cilt.36, sa.4, ss.492-494, 1991 (SCI-Expanded, Scopus)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası: 36 Sayı: 4
• Basım Tarihi: 1991
• Doi Numarası: 10.1109/9.75109
• Dergi Adı: IEEE Transactions on Automatic Control
• Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
• Sayfa Sayıları: ss.492-494
• Dokuz Eylül Üniversitesi Adresli: Evet

Özet

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