CONTROLLER DESIGN FOR A CLASS OF NONLINEAR STOCHASTIC SYSTEMS WITH TIME-DELAYS

2005 ◽  
Vol 38 (1) ◽  
pp. 71-76
Author(s):  
Zidong Wang ◽  
Yurong Liu
Keyword(s):  
Time Delays ◽  
Stochastic Systems ◽  
Controller Design ◽  
Nonlinear Stochastic Systems

A Covariance Controller Design Incorporating Optimal Estimation for Nonlinear Stochastic Systems

1996 ◽  
Vol 118 (2) ◽  
pp. 346-349 ◽  
Author(s):  
Wen-Jer Chang ◽  
Hung-Yuan Chung
Keyword(s):  
Cost Function ◽  
Stochastic Systems ◽  
Controller Design ◽  
Optimal Estimation ◽  
Nonlinear Stochastic Systems ◽  
Numerical Example ◽  
Describing Functions ◽  
Covariance Control ◽  
Variance Design

This note addresses the problem of constrained variance design with minimizing LQG cost function via the method of covariance control incorporating the optimal estimation for nonlinear stochastic systems. The nonlinear stochastic systems are first linearized and then are examined by way of the technique of describing functions. Finally, an application of this approach to a position servomechanism is illustrated by a numerical example.

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