Optimal feedback control strategies for state-space systems with stochastic parameters

被引：19
|
作者：
Lee, JH [1 ]
Cooley, BL [1 ]
机构：
[1] Auburn Univ, Dept Chem Engn, Auburn, AL 36849 USA
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1998年 / 43卷 / 10期
基金：
美国国家科学基金会;
关键词：
model predictive control; optimal control; parameter uncertainty;
D O I：
10.1109/9.720511
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Two different optimal feedback laws are derived for state-space systems parameterized through an independent identically distributed vector sequence. Both feedback laws are obtained by minimizing the expectation of a multistep quadratic loss function at each time step. They differ on the assumptions made about the future inputs. The properties and implementability of the feedback laws are discussed for the infinite horizon case.
引用
收藏
页码：1469 / 1475
页数：7
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