Introduction to matrix analysis (2nd ed.)
Introduction to matrix analysis (2nd ed.)
| Hi-index | 22.14 |
The problem of optimal control is first formulated in a general way. Explicit results are then obtained for a linear system with Gaussian noise. It is shown that ''on-off'' control on the one hand, and ''proportional plus integral'' control on the other, can arise as two extreme forms of optimal control. The first is appropriate to small systems in which the state vector can be observed exactly. The second seems to be appropriate to large systems in which few variables can be measured, and those only inaccurately. Ways are suggested for solving the problem, which is important in process control, of making the best choice of measured and manipulated variables.