DUAL CONTROLLERS FOR DISCRETE-TIME STOCHASTIC AMPLITUDE-CONSTRAINED SYSTEMS

A. Królikowski, D. Horla

2007

Abstract

The paper considers a suboptimal solution to the dual control problem for discrete-time stochastic systems in the case of amplitude constraint imposed on the control signal. The objective of the control is to minimize the variance of the output around the given reference sequence. The presented approaches are based on: an MIDC (Modified Innovation Dual Controller) derived from an IDC (Innovation Dual Controller), a TSDSC (Two-stage Dual Suboptimal Control, and a PP (Pole Placement) controller. Finally, the certainty equivalence (CE) control method is included for comparative analysis. In all algorithms, the standard Kalman filter equations are applied for estimation of the unknown system parameters. Example of second order system is simulated in order to compare the performance of control methods. Conclusions yielded from simulation study are given.

Paper Citation

in Harvard Style

Królikowski A. and Horla D. (2007). DUAL CONTROLLERS FOR DISCRETE-TIME STOCHASTIC AMPLITUDE-CONSTRAINED SYSTEMS . In Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO, ISBN 978-972-8865-84-9, pages 130-134. DOI: 10.5220/0001620401300134

in Bibtex Style

@conference{icinco07,
author={A. Królikowski and D. Horla},
title={DUAL CONTROLLERS FOR DISCRETE-TIME STOCHASTIC AMPLITUDE-CONSTRAINED SYSTEMS},
booktitle={Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,},
year={2007},
pages={130-134},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001620401300134},
isbn={978-972-8865-84-9},
}

in EndNote Style

TY - CONF
JO - Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 3: ICINCO,
TI - DUAL CONTROLLERS FOR DISCRETE-TIME STOCHASTIC AMPLITUDE-CONSTRAINED SYSTEMS
SN - 978-972-8865-84-9
AU - Królikowski A.
AU - Horla D.
PY - 2007
SP - 130
EP - 134
DO - 10.5220/0001620401300134