Title :
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
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;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.573629
