NDLI: Stochastic optimal control under randomly varying distributed delays

Content Provider	IEEE Xplore Digital Library
Author	Nan-Chyuan Tsai Ray, A.
Copyright Year	1996
Description	Author affiliation: Dept. of Mech. Eng., Pennsylvania State Univ., University Park, PA, USA (Nan-Chyuan Tsai)
Abstract	This paper presents an output feedback control law, hereafter called the linear quadratic random delay compensator (LQRDC), for application to processes that are subjected to randomly varying distributed delays. LQRDC is synthesized in the stochastic setting based on dynamic programming. The closed-loop LQRDC system includes the plant dynamics, state estimator and delayed control commands, and is constructed in the sensor-time frame which may be time-skewed relative to the controller-time frame. A pair of discrete-time modified matrix Riccati equations and a pair of matrix Lyapunov equations are constructed by using Lagrangian multipliers and the matrix minimum principle. The performance cost is formulated as the conditional expectation of a quadratic functional adjoined with an equality constraint involving the dynamics of the conditional covariance of the closed-loop system state.
Starting Page	650
Ending Page	655
File Size	480657
Page Count	6
File Format	PDF
ISBN	0780335902
ISSN	01912216
DOI	10.1109/CDC.1996.574404
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1996-12-13
Publisher Place	Japan
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic processes Optimal control Covariance matrix Riccati equations Delay estimation Control systems Output feedback Linear feedback control systems Delay lines Control system synthesis
Content Type	Text
Resource Type	Article

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