Title :
Partial closed-loop control structure for linear stochastic systems
Author :
Geromel, J.C. ; Filho, O. S Silva
Author_Institution :
Dipartmento di Elettronica, Politecnico di Milano, Italy
fDate :
2/1/1989 12:00:00 AM
Abstract :
Optimal control of SISO (single-input, single-output) linear, discrete-time, stochastic systems with control and output variables subject to probabilistic constraints is analyzed. To eliminate the unfeasibility of the associated deterministic problem, a partial closed-loop control structure is proposed. An example of stochastic control of a hydroelectric plant in southeast Brazil is included
Keywords :
closed loop systems; discrete time systems; hydroelectric power stations; linear systems; optimal control; power station control; stochastic systems; SISO systems; discrete time systems; hydroelectric plant; linear systems; optimal control; partial closed-loop control structure; probabilistic constraints; single-input single-output systems; southeast Brazil; stochastic systems; Control systems; Distribution functions; Hydroelectric power generation; Open loop systems; Optimal control; Statistics; Stochastic processes; Stochastic systems; Time measurement; Vectors;
Journal_Title :
Automatic Control, IEEE Transactions on
