Optimal opportunity-awaiting control for stochastic systems with state feedback: A parametric approach

The problem of designing optimal opportunity-awaiting control strategy for a class of stochastic systems is considered in this note. The performance specifications, such as sector pole region, average waiting time and average residue time indexes, constitute the desired performance index set, which is the requirement of designing controllers. The desired closed-loop poles are restricted in a proper sector region in the complex plane via state feedback using eigenstructure assignment algorithm. A constraint optimization problem is constructed by parameterizing the desired closed-loop poles and free vectors. The optimal opportunity-awaiting controller can be obtained by solving the optimization problem. An example is used to illustrate the proposed method.