Two-level stochastic LQ control problem for a dynamic system
| Autor: | Zdzislaw Duda, Ryszard Gessing |
|---|---|
| Rok vydání: | 1990 |
| Předmět: |
Stochastic control
Mathematical optimization Decision theory Control (management) Structure (category theory) State (functional analysis) Filter (signal processing) Optimal control Decentralised system Computer Science Applications Theoretical Computer Science Control and Systems Engineering Control theory Mathematics |
| Zdroj: | International Journal of Systems Science. 21:711-722 |
| ISSN: | 1464-5319 0020-7721 |
| DOI: | 10.1080/00207729008910403 |
| Popis: | Two-level, hierarchical, partially decentralized control for a large-scale system is considered. It is seen that for an LQ problem the optimal control laws are linear functions of the state estimates. The filter equations for some state estimates, determined by a coordinator and local controllers co-operating in a two-level control structure, are derived, A discussion on the usefulness of the application of particular local controllers is given, as well as a numerical example. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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