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Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay
Jiang Wu1; Fucheng Liao1; Tang Y.Y.2
2016-11-08
Source PublicationInternational Journal of Wavelets, Multiresolution and Information Processing
ISSN0219-6913
Volume14Issue:6
Abstract

This paper discusses the optimal control problem for a class of linear continuous-time stochastic systems with time-delay based on the preview control method. In the design procedure, the time-delay terms are formally eliminated and the augmented error system method is used. The optimal controller of the time-delay stochastic system is obtained based on dynamic programming principle. In the previous approaches, the preview control method is applied to continuous-time deterministic system. Consequently, compared with the existing results, the main contributions of this paper are: (1) the conclusion of the non-singular transformation is improved and (2) the conclusion in deterministic system is extended by using the methods of designing an assistant system and introducing an integrator when building the stochastic augmented error system. The optimal tracking of the stochastic system with time-delay is realized by solving the optimal regulation problem of the stochastic augmented error system. The simulation shows the effectiveness of the controller designed in this paper.

KeywordOptimal Control Preview Control Stochastic Augmented Error System Stochastic System Time-delay System
DOIhttps://doi.org/10.1142/S0219691316500454
URLView the original
Indexed BySCI
Language英语
WOS Research AreaComputer Science ; Engineering ; Imaging Science & Photographic Technology
WOS SubjectComputer Science, Artificial Intelligence ; Engineering, Electrical & Electronic ; Imaging Science & Photographic Technology
WOS IDWOS:000388742600008
PublisherINST ENGINEERING TECHNOLOGY-IET, MICHAEL FARADAY HOUSE SIX HILLS WAY STEVENAGE, HERTFORD SG1 2AY, ENGLAND
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Citation statistics
Cited Times [WOS]:10   [WOS Record]     [Related Records in WOS]
Document TypeJournal article
CollectionDEPARTMENT OF COMPUTER AND INFORMATION SCIENCE
Corresponding AuthorJiang Wu; Fucheng Liao; Tang Y.Y.
Affiliation1.School of Mathematics and Physics University of Science and Technology Beijing Beijing 100083, P. R.China
2.Department of Computer and Information Science Faculty of Science and Technology University of Macau, Macau
Corresponding Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Jiang Wu,Fucheng Liao,Tang Y.Y.. Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay[J]. International Journal of Wavelets, Multiresolution and Information Processing,2016,14(6).
APA Jiang Wu,Fucheng Liao,&Tang Y.Y..(2016).Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay.International Journal of Wavelets, Multiresolution and Information Processing,14(6).
MLA Jiang Wu,et al."Applications of the preview control method to the optimal problem for linear continuous-time stochastic systems with time-delay".International Journal of Wavelets, Multiresolution and Information Processing 14.6(2016).
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