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A single-degree-of-freedom polynomial solution to the optimal feedback/feedforward stochastic tracking problem. (English) Zbl 0644.93068
A single-input, single-output system model in polynomial representation with both measurable and unmeasurable disturbances is considered. It is assumed that the measurements of the output are corrupted by correlated noise signals. The problem of optimally tracking a reference system is solved by minimizing a quadratic performance index with frequency dependent weights subject to the stochastic system constraint. The resulting compensation scheme involves a series compensator to process the observed tracking error and a feedforward compensator for suppression of measurable disturbances.
Reviewer: E.Yaz
MSC:
93E20 Optimal stochastic control
93B50 Synthesis problems
93C55 Discrete-time control/observation systems
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