An optimal controller of a linear pjlant subjected to constrained noise

The paper is concerned with a discrete scalar dynamic plant subjected to additive noise which is assumed to be uniformly constrined and otherwise arbitrary. The control function is sought among non-predictive stabilizing controllers. A technique for computing the coefficients of an optimal controller is proposed; the properties of the controller are analyzed. The resultant controller does not necessarily coincide with those obtained by analytical design with a quadratic performance functional.