Stochastic optimal control for sampled‐data system under stochastic sampling. Issue 11 (1st July 2018)

• Record Type: Journal Article
• Authors: Sun, Haoyuan; Chen, Jie; Sun, Jian
• Is Part Of: IET control theory & applications. Volume 12:Issue 11(2018)
• Page Start: 1553
• Page End: 1560
• Publication Date: 2018-07-01
• Subjects: sampled data systems -- control system synthesis -- stochastic systems -- stochastic processes -- closed loop systems -- optimal control -- asymptotic stability -- sampling methods -- statistical distributions -- matrix algebra; stochastic optimal control -- sampled‐data system -- stochastic sampling -- sampling interval -- stochastic optimal controller design -- probability distribution -- Kronecker product operation -- Vandermonde matrix -- closed‐loop system -- exponentially mean square stability; Control theory -- Periodicals; Automatic control -- Periodicals; 629.8312
• DOI: 10.1049/iet-cta.2017.1392
• Languages: English
• ISSNs: 1751-8644

Abstract

Abstract : In this study, the problem of designing a stochastic optimal controller for sampled‐data systems whose sampling interval is subjected to a certain probability distribution is addressed. To design the controller, the Kronecker product operation and the Vandermonde matrix were introduced. A design method of the stochastic optimal controller is proposed. It is shown that the controller guarantee that the closed‐loop system has exponentially mean square stability. Finally, the simulation results illustrate the effectiveness and practicability of the proposed method.