Automatica, Vol.30, No.12, 1949-1954, 1994
A 2-Stage Dual Suboptimal Controller for Stochastic-Systems Using Approximate Moments
This work concerns the development of a dual suboptimal controller for discrete time systems with stochastic parameters. The control signal is computed in such a way as to minimize the variance of the output around a reference value two steps ahead in time. The higher-order statistical moments are approximated using optimal predictions of the output. The behavior of the controller is illustrated by two examples.