Optimum Nonlinear Control of a Class of Randomly Excited Systems

Abstract

Optimum nonlinear control laws are obtained for linear systems having performance criteria involving quartic and higher-order forms in the state variables. It is shown that the optimum control law in the presence of random disturbances and measurement noise is not the same as the deterministic optimum control law for this class of systems. A second-order example is used to illustrate the results.