On reduced variance overparametrized pole assignment control

摘要

A suboptimal method of reduced variance pole-assignment control is developed for single-input single-output linear discrete-time systems. The closed-loop system regulation may be made arbitrarily close to that obtainable by a linear quadratic Gaussian regulator and the computation of mathematical expectations is not required. A self-tuning control algorithm is developed and simulations indicate system and parameter identifiability occurs. [References: 16]