Article
Article
Stochastic control theory
Article By:
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.
Last reviewed:January 2020
DOI:https://doi.org/10.1036/1097-8542.656500
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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