scholarly journals A theorem on duality between estimation and control for linear stochastic systems with time delay

1972 ◽  
Vol 37 (2) ◽  
pp. 516-536 ◽  
Author(s):  
Anders Lindquist
Keyword(s):  
Time Delay ◽  
Stochastic Systems ◽  
Linear Stochastic Systems ◽  
Estimation And Control ◽  
And Control

Passive Control for Uncertain Stochastic Time-Delay Systems

2011 ◽  
Vol 58-60 ◽  
pp. 691-696
Author(s):  
Cheng Wang ◽  
Huan Bin Liu
Keyword(s):  
Time Delay ◽  
Passive Control ◽  
Stochastic Systems ◽  
Delay Systems ◽  
Linear Matrix ◽  
Time Delay Systems ◽  
Time Varying Delay ◽  
Delay Dependent ◽  
And Control ◽  
Stochastic Time

This paper investigates the problems of delay-dependent passive analysis and control for uncertain stochastic systems with time-varying delay and norm-bounded parameters uncertainties. Delay-dependent stochastic passive condition for the uncertain stochastic time-delay systems is obtained based on Laypunov-Krasovkii functional approach. On the basis of this condition, a delay-dependent passive controller is presented. Sufficient condition for the existence of desired controller is formulated in terms of linear matrix inequality. Finally, a numerical example is given to illustrate the effectiveness of the proposed method.

scholarly journals Nonlinear Finite-Horizon Regulation and Tracking for Systems with Incomplete State Information Using Differential State Dependent Riccati Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Ahmed Khamis ◽  
D. Subbaram Naidu ◽  
Ahmed M. Kamel
Keyword(s):  
Riccati Equation ◽  
Stochastic Systems ◽  
Finite Horizon ◽  
Guidance System ◽  
State Dependent ◽  
Wide Range ◽  
Linearized System ◽  
Estimation And Control ◽  
Regulation And Tracking ◽  
And Control

This paper presents an efficient online technique used for finite-horizon, nonlinear, stochastic, regulator, and tracking problems. This can be accomplished by the integration of the differential SDRE filter algorithm and the finite-horizon state dependent Riccati equation (SDRE) technique. Unlike the previous methods which deal with the linearized system, this technique provides finite-horizon estimation and control of the nonlinear stochastic systems. Further, the proposed technique is effective for a wide range of operating points. Simulation results of a missile guidance system are presented to illustrate the effectiveness of the proposed technique.

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