Optimal damping of forced stochastic oscillations in linear systems in the case of unknown spectral density of external disturbance

Author

Yakubovich, V.A.

Author_Institution

Dept. of Math. & Mech., St. Petersburg Univ., Russia

Volume

3

fYear

1996

fDate

11-13 Dec 1996

Firstpage

3200

Abstract

We present a solution of the new infinite horizon linear-quadratic optimization problem concerning the optimal damping of forced stochastic oscillations. It differs from well-known similar problems mainly in the assumption that there is no full information on the spectral density of the external disturbance and that the spectral density tends rapidly to zero (for example exponentially) as the frequency tends to infinity

Keywords

damping; linear quadratic control; linear systems; matrix algebra; optimisation; spectral-domain analysis; transfer functions; vibration control; external disturbance; forced stochastic oscillations; linear systems; linear-quadratic optimization; optimal control; optimal damping; rational transfer function; spectral density; uncertainty; upper bound; Computer aided software engineering; Cost function; Damping; Linear systems; Mathematics; Random processes; Regulators; Stochastic processes; Stochastic systems; Transfer functions;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1996., Proceedings of the 35th IEEE Conference on

Conference_Location

Kobe

ISSN

0191-2216

Print_ISBN

0-7803-3590-2

Type

conf

DOI

10.1109/CDC.1996.573629

Filename

573629