Design of Stochastic Linear Control Systems According to Cumulant Based Performance Criteria.
TEXAS TECH UNIV LUBBOCK DEPT OF ELECTRICAL ENGINEERING
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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. A class of controllers which is sub-optional with respect to the new criteria is developed. Controller performance within this class is compared to controller performance resulting from the new design criteria. Author
- Statistics and Probability