Title :
Optimization of Linear Discrete-Time Systems with Random Time Delays
Author :
Koivo, Antti J. ; Hendricks, Charles L.
Author_Institution :
School of Electrical Engineering, Purdue University, Lafayette, Ind. 47907.
Abstract :
Linear discrete-time systems containing state and control variables which are randomly delayed are studied. The original system with randomly delayed variables is transformed to another system in which independent random variables appear as plant parameters. For the reformulated system the optimal control which minimizes a quadratic cost is determined. It is also the optimal control for the original problem. The approach is illustrated by an example which describes a production-inventory system.
Keywords :
Aerodynamics; Biomedical engineering; Control systems; Cost function; Delay effects; Delay systems; Difference equations; Linear systems; Optimal control; Random variables;
Journal_Title :
Systems, Man and Cybernetics, IEEE Transactions on
DOI :
10.1109/TSMC.1972.5408560