3,996 research outputs found
Probabilistic Decoupling Control for Stochastic Non-Linear Systems Using EKF-Based Dynamic Set-Point Adjustment
In this paper, a novel decoupling control scheme is presented for a class of stochastic non-linear systems by estimation-based dynamic set-point adjustment. The loop control layer is designed using PID controller where the parameters are fixed once the design procedure is completed, which can be considered as an existing control loop. While the compensator is designed to achieve output decoupling in probability sense by a set-point adjustment approach based on the estimated states of the systems using extended Kalman filter. Based upon the mutual information of the system outputs, the parameters of the set-point adjustment compensator can be optimised. Using this presented control scheme, the analysis of stability is given where the tracking errors of the closed-loop systems are bounded in probability one. To illustrate the effectiveness of the presented control scheme, one numerical example is given and the results show that the systems are stable and the probabilistic decoupling is achieved simultaneously
On the generalization of linear least mean squares estimation to quantum systems with non-commutative outputs
The purpose of this paper is to study the problem of generalizing the
Belavkin-Kalman filter to the case where the classical measurement signal is
replaced by a fully quantum non-commutative output signal. We formulate a least
mean squares estimation problem that involves a non-commutative system as the
filter processing the non-commutative output signal. We solve this estimation
problem within the framework of non-commutative probability. Also, we find the
necessary and sufficient conditions which make these non-commutative estimators
physically realizable. These conditions are restrictive in practice.Comment: 31 page
Output Feedback Stabilization for Dynamic MIMO Semi-linear Stochastic Systems with Output Randomness Attenuation
In this paper, the problem of randomness attenuation is investigated for a class of MIMO semi-linear stochastic systems. To achieve this control objective, a m-block backstepping controller is designed to stabilize the closed-loop systems in probability sense. In addition, the output randomness attenuation can be achieved by optimising the design parameters using minimum entropy criterion. The effectiveness of this presented control algorithm can be verified by a given numerical example. In summary, the main contributions of this paper are characterized as follows: (1) an output feedback design method is adapted to stabilise the dynamic multi-variable semi-linear stochastic systems by block backstepping; (2) randomness of the system output is attenuated by searching the optimal design parameter based on the entropy criterion; (3) a framework of performance enhancement for stochastic systems is developed
A Survey of the Probability Density Function Control for Stochastic Dynamic Systems
Probability density function (PDF) control strategy investigates the controller design approaches in order to to realise a desirable distributions shape control of the random variables for the stochastic processes. Different from the existing stochastic optimisation and control methods, the most important problem of PDF control is to establish the evolution of the PDF expressions of the system variables. Once the relationship between the control input and the output PDF is formulated, the control objective can be described as obtaining the control input signals which would adjust the system output PDFs to follow the pre-specified target PDFs. This paper summarises the recent research results of the PDF control while the controller design approaches can be categorised into three groups: 1) system model-based direct evolution PDF control; 2) model-based distribution-transformation PDF control methods and 3) databased PDF control. In addition, minimum entropy control, PDF-based filter design, fault diagnosis and probabilistic decoupling design are also introduced briefly as extended applications in theory sense
Minimum-Information LQG Control - Part I: Memoryless Controllers
With the increased demand for power efficiency in feedback-control systems,
communication is becoming a limiting factor, raising the need to trade off the
external cost that they incur with the capacity of the controller's
communication channels. With a proper design of the channels, this translates
into a sequential rate-distortion problem, where we minimize the rate of
information required for the controller's operation under a constraint on its
external cost. Memoryless controllers are of particular interest both for the
simplicity and frugality of their implementation and as a basis for studying
more complex controllers. In this paper we present the optimality principle for
memoryless linear controllers that utilize minimal information rates to achieve
a guaranteed external-cost level. We also study the interesting and useful
phenomenology of the optimal controller, such as the principled reduction of
its order
Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge
We propose a linear-quadratic (LQ) control problem of streamflow discharge by
optimizing an infinite-dimensional jump-driven stochastic differential equation
(SDE). Our SDE is a superposition of Ornstein-Uhlenbeck processes (supOU
process), generating a sub-exponential autocorrelation function observed in
actual data. The integral operator Riccati equation is heuristically derived to
determine the optimal control of the infinite-dimensional system. In addition,
its finite-dimensional version is derived with a discretized distribution of
the reversion speed and computed by a finite difference scheme. The optimality
of the Riccati equation is analyzed by a verification argument. The supOU
process is parameterized based on the actual data of a perennial river. The
convergence of the numerical scheme is analyzed through computational
experiments. Finally, we demonstrate the application of the proposed model to
realistic problems along with the Kolmogorov backward equation for the
performance evaluation of controls
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