Polynomial optimization of multivariable control systems with both stochastic and deterministic inputs
作者： A.P. Roberts , M.M. Newmann , N.E. Parkes
关键词: Polynomial matrix 、 Mathematical optimization 、 Multivariable calculus 、 Transient response 、 Stochastic process 、 Optimal control 、 Mathematics 、 Stochastic optimization 、 Control system 、 Function (mathematics)
摘要: The polynomial matrix method of optimization multivariable control is formulated when the quadratic cost function contains both stochastic steady-state response and deterministic transient response. It shown that to inputs may be included along with in as suggested by K. Park J.J. Bongiorno (1989). This was incorporated a simple modification stochastic-only procedure given M.M. Newmann A.P. Roberts (1990). Two scalar examples are considered order illustrate technique discrete-time continuous-time. separate components calculated show resulting tradeoff between costs. >
sci-hub.se 参考文章(8)
A. P. ROBERTS, M. M. NEWMANN, Polynomial optimization of stochastic continuous-time control for unstable plants International Journal of Control. ,vol. 52, pp. 1035- 1050 ,(1990) , 10.1080/00207179008953582
K. Park, J.J. Bongiorno, A general theory for the Wiener-Hopf design of multivariable control systems IEEE Transactions on Automatic Control. ,vol. 34, pp. 619- 626 ,(1989) , 10.1109/9.24230
M. J. GRIMBLE, Multivariate controllers for LQG self-tuning applications with coloured measurement noise and dynamic cost weighting International Journal of Systems Science. ,vol. 17, pp. 543- 557 ,(1986) , 10.1080/00207728608926826
F.H. Effertz, On two coupled matrix algorithms for the evaluation of the rms error criterion of linear systems Proceedings of the IEEE. ,vol. 54, pp. 879- 880 ,(1966) , 10.1109/PROC.1966.4896
M. M. NEWMANN, A. P. ROBERTS, Polynomial optimization of stochastic discrete-time control for unstable plants International Journal of Control. ,vol. 51, pp. 1363- 1380 ,(1990) , 10.1080/00207179008934140
A. P. ROBERTS, Generalized polynomial optimization of stochastic feedback control International Journal of Control. ,vol. 45, pp. 1243- 1254 ,(1987) , 10.1080/00207178708933805
RG Agniel, KJ Astroem, EI Jury, None, A numerical method for the evaluation of complex integrals IEEE Transactions on Automatic Control. ,vol. 15, pp. 468- 471 ,(1970) , 10.1109/TAC.1970.1099492
V. Kucera, Stochastic multivariable control: A polynomial equation approach IEEE Transactions on Automatic Control. ,vol. 25, pp. 913- 919 ,(1980) , 10.1109/TAC.1980.1102493