A multistage suboptimal dual controller using optimal predictors

Author

Maitelli, A.L. ; Yoneyama, T.

Author_Institution

Dept. of Electr. Eng., Univ. Fed. do Rio Grande do Norte, Natal, Brazil

Volume

44

Issue

5

fYear

1999

fDate

5/1/1999 12:00:00 AM

Firstpage

1002

Lastpage

1008

Abstract

This work concerns the control of stochastic systems with unknown and randomly time-varying parameters. Cost functions which consider the sum of output variances up to M steps ahead in time are adopted in the optimization of the control performance. Optimal predictors are used to replace the future outputs which are needed in the solution of the optimization problem. The consequences of this simplification are investigated. A formula is obtained for the computation of the control signal in the case of M-steps-ahead optimization. The relationships between the controller presented here and other classical suboptimal dual controllers are analyzed. Simulation results illustrate the actual performance of the new controller

Keywords

duality (mathematics); predictive control; stochastic systems; suboptimal control; M-steps-ahead optimization; multistage suboptimal dual controller; optimal predictors; stochastic systems; suboptimal dual controllers; unknown randomly time-varying parameters; Design methodology; Differential equations; Feedback; Linear systems; Nonlinear equations; Nonlinear systems; Optimal control; Polynomials; Stability; Time varying systems;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.763217

Filename

763217