Stochastic Optimal Control Design for Sampled-Data Systems Under Erlang-Distributed Observations  

Oleh:

Kanchanaharuthai, A. ; Wongsaisuwan, M.

Jenis: Article from Article
Dalam koleksi: Final Program and Book of Abstracts: The 4th Asian Control Conference, September 25-27, 2002 (Sep. 2002), page 364-369.
Topik: Stochastic; Optimal Control; Data Systems; Erlang-Distributed
Fulltext: AC021753.PDF (238.33KB)

Isi artikel

In this paper, stochastic optimal control design for sampled-data systems is considered, in which the time domain is decomposed into a finite set of N disjoint random intervals of the form (ti, ti+1 . Here, we assume that a complete state observation is taken at each instant ti, 0 _ i _ N - 1 and consider the general situation that the increment intervals are independent, identically distributed random variables (i.i.d.r.v.s) with Erlang distribution (type K). The state feedback control is derived from the hold function whose output is sampled using Erlang-distributed observations. Finally, the simulation results show that the optimal control law obtained from our design is applicable to both random and equally spaced sampling case. Simultaneously, the more K value increases, the more optimal control law approaches the standard optimal control law of sampled-data systems.

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