Design of optimal constrained dynamic compensators for linear stationary stochastic servomechanisms
H. Sirisena, S.S. Choi · International Journal of Control · 1974
Techniques are developed for designing fixed-order time-invariant dynamic compensators for linear stochastic multivariable servomechanisms subject to plant disturbances and measurement noise. A quadratic performance criterion is employed and the resulting parameter optimization problem is treated using a state-variable formulation. Computable expressions are derived for the cost and its gradient with respect to the compensator parameters. The optimal parameters are then determined using a gradient-type minimization algorithm. An illustrative numerical example is presented.