STATIONARY FULLY PROBABILISTIC CONTROL DESIGN

Tatiana V. Guy, Miroslav Kárný

2005

Abstract

Stochastic control design chooses the controller that makes the closed-loop behavior as close as possible to the desired one. The fully probabilistic design describes both the closed-loop and its desired behavior in probabilistic terms and uses the Kullback-Leibler divergence as their proximity measure. Such a design provides explicit minimizer, which opens a way for a simpler approximations of analytically infeasible cases. The current formulations are oriented towards finite-horizon design. Consequently, the optimal strategy is non-stationary one. This paper provides infinite-horizon problem formulation and solution. It leads to a stationary strategy whose approximation is much easier.

Paper Citation

in Harvard Style

V. Guy T. and Kárný M. (2005). STATIONARY FULLY PROBABILISTIC CONTROL DESIGN . In Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 972-8865-29-5, pages 109-112. DOI: 10.5220/0001183101090112

in Bibtex Style

@conference{icinco05,
author={Tatiana V. Guy and Miroslav Kárný},
title={STATIONARY FULLY PROBABILISTIC CONTROL DESIGN},
booktitle={Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2005},
pages={109-112},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001183101090112},
isbn={972-8865-29-5},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Second International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - STATIONARY FULLY PROBABILISTIC CONTROL DESIGN
SN - 972-8865-29-5
AU - V. Guy T.
AU - Kárný M.
PY - 2005
SP - 109
EP - 112
DO - 10.5220/0001183101090112