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On reduced variance overparametrized pole assignment control

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Abstract

A suboptimal method of reduced variance pole-assignment control is developed for single-input single-output linear discrete-time systems. The closed-loop system regulation may be made arbitrarily close to that obtainable by a linear quadratic Gaussian regulator and the computation of mathematical expectations is not required. A self-tuning control algorithm is developed and simulations indicate system and parameter identifiability occurs.

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