A New Class of Statistical Performance Criteria for Stochastic Linear Control Systems

A set of performance statistics known as cumulants show the way to new design criteria for stochastic linear control systems. The new criteria allow the designer to affect the probability distribution of performance measures which do away with the need for stochastic simulation. Controllers arising...

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Bibliographic Details
Main Authors: Hartwig,R C, Liberty,S R
Format: Report
Language:English
Subjects:
CONTROL THEORY
LINEAR SYSTEMS
MARKOV PROCESSES
PROBABILITY DISTRIBUTION FUNCTIONS
RANDOM VARIABLES
STATISTICS
Statistics and Probability
STOCHASTIC CONTROL
Stochastic linear control
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Summary:A set of performance statistics known as cumulants show the way to new design criteria for stochastic linear control systems. The new criteria allow the designer to affect the probability distribution of performance measures which do away with the need for stochastic simulation. Controllers arising in this new format are linear-dynamical and exhibit the classical separation property. (Author)