Control of Nonlinear Stochastic Systems

Abstract

The control of nonlinear lumped-parameter dynamical systems subject to random inputs and measurement errors is considered. A scheme is developed whereby a nonlinear filter is included in the control loop to improve system performance. The case of pure time delays occurring in the control loop is also treated. Computations are presented for the proportional control on temperature of a CSTR subject to random disturbances.

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