Stochastic control theory
Chang, S. S. L. Department of Electrical Sciences, State University of New York, Stony Brook, New York.
Cook, Gerald Department of Electrical and Computer Engineering, George Mason University, Fairfax, Virginia.
- Mathematical characterization
- Transmission properties
- White stochastic process
- Simulation of stochastic processes
- Regulator problem
- Structural uncertainty
- Additional Readings
A branch of control theory which aims at predicting and minimizing the magnitudes and limits of the random deviations of a control system output through optimizing the design of the controller. Such deviations occur when random noise and disturbance processes are present in a control system, so that the system does not follow its prescribed course but deviates from the latter by a randomly varying amount.
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