Dual controllers for discrete-time stochastic amplitude-constrained systems
[ 1 ] Instytut Automatyki i Inżynierii Informatycznej, Wydział Elektryczny, Politechnika Poznańska | [ P ] employee
2007
paper
english
- input constraint
- suboptimal dual control
EN 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.
130 - 134
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