Multi-objective controller design for discrete stochastic optimal systems with non-linear time-varying unmodelled dynamics and noise spectral uncertainties
作者:
JER-GUANG HSIEH,
FENG-HSIAG HSIAO,
期刊:
International Journal of Systems Science
(Taylor Available online 1990)
卷期:
Volume 21,
issue 10
页码: 1977-1996
ISSN:0020-7721
年代: 1990
DOI:10.1080/00207729008910518
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A simple technique is introduced to synthesize an optimal controller, not only to minimize the least favourable cost functional J, but also to achieve the following purposes in discrete-time linear-quadratic-gaussian (LQG) optimal systems: (I) input-output decoupling; (2) stability robustness in the presence of non-linear time-varying (NLTV) unmodelled dynamics; (3) complete and arbitrary stable pole-placement; and (4) some zero-assignment, The Wiener-Hopí technique is employed and two weighting matrices Q(z) and R(z) of the quadratic cost functional are specified (by the inverse optimal control method), so that the controller is optimal with respect to the chosen weighting matrices and the design goals are achieved.
点击下载:
PDF (301KB)
返 回