DocumentCode
1434376
Title
Optimal feedback control strategies for state-space systems with stochastic parameters
Author
Lee, Jay H. ; Cooley, Brian L.
Author_Institution
Dept. of Chem. Eng., Auburn Univ., AL, USA
Volume
43
Issue
10
fYear
1998
fDate
10/1/1998 12:00:00 AM
Firstpage
1469
Lastpage
1475
Abstract
Two different optimal feedback laws are derived for state-space systems parametrized through an independent identically distributed vector sequence. Both feedback laws are obtained by minimizing the expectation of a multistep quadratic loss function at each time step. They differ on the assumptions made about the future inputs. The properties and implementability of the feedback laws are discussed for the infinite horizon case
Keywords
closed loop systems; dynamic programming; feedback; optimal control; predictive control; state-space methods; closed loop systems; distributed vector sequence; dynamic programming; feedback; infinite horizon; model predictive control; multistep quadratic loss function; optimal control; optimisation; parameter uncertainty; state-space systems; Adaptive control; Covariance matrix; Feedback control; Infinite horizon; Optimal control; Predictive control; Predictive models; State feedback; Stochastic systems; Uncertain systems;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.720511
Filename
720511
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