Title :
Optimal controller switching for stochastic systems
Author :
Skafidas, E. ; Evans, R.J. ; Mareels, I.M.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
Abstract :
Presents a solution to certain problems in switched controller design for stochastic dynamical systems. The main result is a separation theorem for partial information systems. This result is then used to convert the partial information stochastic control problem to a complete information stochastic control problem. We also show that certainty equivalence does not hold. The optimal sequence of controllers can be determined via an appropriate solution to a dynamic programming problem
Keywords :
Kalman filters; Riccati equations; control system synthesis; differential equations; dynamic programming; filtering theory; optimal control; state feedback; stochastic systems; complete information stochastic control problem; dynamic programming problem; optimal controller switching; partial information stochastic control problem; partial information systems; separation theorem; stochastic dynamical systems; switched controller design; Control systems; Differential equations; Dynamic programming; Optimal control; Riccati equations; Signal processing; Stochastic processes; Stochastic systems; Switches; Temperature control;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.652480
