The problem of controlling a linear distributed-parameter system with a nonquadratic error measure is discussed. The calculus of variations approach is used to derive an algorithm based on the first variation for theN-dimensional linear diffusion process. The procedure for determining whether the resulting solution is optimum is discussed. Extension of the algorithm for other linear distributed-parameter systems is indicated.
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This research was supported in part by the National Science Foundation, Grant No. GK-304.
Communicated by Y. C. Ho
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Kim, M. Successive approximation method in optimum distributed-parameter systems. J Optim Theory Appl 4, 40–43 (1969). https://doi.org/10.1007/BF00928715
- Error Measure
- Approximation Method
- Diffusion Process
- Variation Approach
- Successive Approximation