Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon
Joint Authors
Wu, Jiang
Deng, Jiamei
Liao, Fucheng
Source
Mathematical Problems in Engineering
Issue
Vol. 2016, Issue 2016 (31 Dec. 2016), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2016-10-20
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
This paper discusses the optimal preview control problem for a class of linear continuous stochastic control systems in the infinite horizon, based on the augmented error system method.
Firstly, an assistant system is designed and the state equation is translated to the assistant system.
Then, an integrator is introduced to construct a stochastic augmented error system.
As a result, the tracking problem is converted to a regulation problem.
Secondly, the optimal regulator is solved based on dynamic programming principle for the stochastic system, and the optimal preview controller of the original system is obtained.
Compared with the finite horizon, we simplify the performance index.
We also study the stability of the stochastic augmented error system and design the observer for the original stochastic system.
Finally, the simulation example shows the effectiveness of the conclusion in this paper.
American Psychological Association (APA)
Wu, Jiang& Liao, Fucheng& Deng, Jiamei. 2016. Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon. Mathematical Problems in Engineering،Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1112601
Modern Language Association (MLA)
Wu, Jiang…[et al.]. Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon. Mathematical Problems in Engineering No. 2016 (2016), pp.1-9.
https://search.emarefa.net/detail/BIM-1112601
American Medical Association (AMA)
Wu, Jiang& Liao, Fucheng& Deng, Jiamei. Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon. Mathematical Problems in Engineering. 2016. Vol. 2016, no. 2016, pp.1-9.
https://search.emarefa.net/detail/BIM-1112601
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1112601