Herzallah, Randa (2020). A Fully Probabilistic Design for Stochastic Systems with Input Delay. International Journal of Control, 94 (11), pp. 2934-2944.
Abstract
This paper is concerned with the regulation problem of discrete-time stochastic systems involving input delays which is relevant to networked control systems. The problem is formulated in a fully probabilistic framework, and the control solution is obtained by minimising the Kullback–Leibler Divergence (KLD) between the actual and desired joint probability density functions of the system dynamics. A closed-form solution for the randomised controller is obtained for stochastic systems that can be described by arbitrary probability density functions. Furthermore, the analytic solution for a class of linear Gaussian stochastic systems is obtained. For this class of systems, the optimal randomised controller is shown to be a state feedback controller which is modified by an extra linear term that is related to the lagged and future control inputs. The developed method is demonstrated on a simulation example, and the results are compared with the standard fully probabilistic design control method.
Publication DOI: | https://doi.org/10.1080/00207179.2020.1742386 |
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Divisions: | College of Engineering & Physical Sciences > Systems analytics research institute (SARI) College of Engineering & Physical Sciences |
Additional Information: | This is an Accepted Manuscript of an article published by Taylor & Francis Group in International Journal of Control on 19 Mar 2020, available online at: http://www.tandfonline.com/10.1080/00207179.2020.1742386 |
Uncontrolled Keywords: | Kullback–Leibler divergence,Stochastic systems,fully probabilistic design,input delay,Control and Systems Engineering,Computer Science Applications |
Publication ISSN: | 1366-5820 |
Last Modified: | 30 Sep 2024 12:23 |
Date Deposited: | 01 Apr 2020 13:15 |
Full Text Link: | |
Related URLs: |
https://www.tan ... rnalCode=tcon20
(Publisher URL) http://www.scop ... tnerID=8YFLogxK (Scopus URL) |
PURE Output Type: | Article |
Published Date: | 2020-03-19 |
Published Online Date: | 2020-03-19 |
Accepted Date: | 2020-03-08 |
Authors: |
Herzallah, Randa
(
0000-0001-9128-6814)
|