Stochastic feedforward—feedback control design in a discrete-time case

Autor:	M.G. Forbes, A Dallagi, Martin Guay, John F. Forbes
Rok vydání:	2008
Předmět:	Stochastic control Stochastic differential equation Mathematical optimization Heterogeneous random walk in one dimension Discrete time and continuous time Control and Systems Engineering Control theory Mechanical Engineering Feed forward Stochastic optimization Fokker–Planck equation Mathematics
Zdroj:	Proceedings of the Institution of Mechanical Engineers, Part I: Journal of Systems and Control Engineering. 222:655-660
ISSN:	2041-3041 0959-6518
Popis:	This paper examines the role of random feedforward inputs in a probabilistic framework for stochastic control design in a discrete-time case. Fundamental rules of probability are applied to extend the Chapman—Kolmogorov equation by including the effect of the additional random disturbance variables. The steady state solution to this equation is then applied to the design of two long-term regulatory controllers: a probability-density-shaping controller and an approximation of an optimal controller with respect to a non-symmetric and non-quadratic cost functions.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cc38d621f868551e64a29376ab9250d3 https://doi.org/10.1243/09596518jsce573 Zobrazit plný text záznamu