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Discrete-Time LQG Control With Input Delay and Multiplicative Noise | IEEE Journals & Magazine | IEEE Xplore

Discrete-Time LQG Control With Input Delay and Multiplicative Noise


Abstract:

This paper is concerned with linear quadratic Gaussian (LQG) control problem for discrete-time systems with both multiplicative noises and input delay. The main contribut...Show More

Abstract:

This paper is concerned with linear quadratic Gaussian (LQG) control problem for discrete-time systems with both multiplicative noises and input delay. The main contributions are two-fold. First, when the state variables can be obtained exactly, the optimal LQG controller is derived which consists of the feedback form of the conditional expectation of the state and one additive deterministic term based on the coupled Riccati equations. Through the completing square approach, the optimal controller is obtained based on the complete solution to the forward and backward stochastic difference equations. Second, when the state variables are partially observed, we derive a suboptimal linear state estimate feedback controller for LQG models involving multiplicative noises and input delay. Since the separation principle does not hold and the optimal estimator cannot be obtained, the suboptimal linear state estimate feedback controller is derived by linearizing the linear optimal estimator and using the obtained results of the optimal LQG control.
Published in: IEEE Transactions on Aerospace and Electronic Systems ( Volume: 53, Issue: 6, December 2017)
Page(s): 3079 - 3090
Date of Publication: 14 July 2017

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Cites in Papers - |

Cites in Papers - IEEE (6)

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Nian Feng, Yong Ruan, Tao Tang, "Youla Parameterization-Based Fractional Repetitive Control of Arbitrary Frequency Disturbance Rejections for Line-of-Sight Stabilization", IEEE Transactions on Industrial Electronics, vol.71, no.8, pp.9460-9469, 2024.
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Nian Feng, Yong Ruan, Tianrong Xu, Tao Tang, "Enhanced Observer-Based Repetitive Control for Tip-Tilt Disturbance Rejections Beyond Control Bandwidth in Optical-Stabilized Systems", IEEE Photonics Journal, vol.15, no.1, pp.1-7, 2023.
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Li Wen, Tianrong Xu, Yong Ruan, Tao Tang, Hu Yang, "Disturbance Feedforward Control of Tip-Tilt Mirror With Gyro Measuring for Large-Amplitude Vibration Rejection", IEEE Sensors Journal, vol.22, no.16, pp.16351-16358, 2022.
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Na Wang, Lei Xu, Xiao Lu, Haixia Wang, Xiao Liang, Qiyan Zhang, "Control for Networked Control Systems with Multiple Controllers", 2020 15th IEEE Conference on Industrial Electronics and Applications (ICIEA), pp.1690-1695, 2020.
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Xiao Liang, Huanshui Zhang, Juanjuan Xu, Xiao Lu, Haixia Wang, "Optimal Control for Remote and Local Controllers with Packet Dropout and Input Delay", 2018 15th International Conference on Control, Automation, Robotics and Vision (ICARCV), pp.1028-1031, 2018.
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Daiane C. Bortolin, Elizandra K. Odorico, Marco H. Terra, "Robust Linear Quadratic Regulator for Uncertain Linear Discrete-Time Systems with Delay in the States: an augmented system approach", 2018 European Control Conference (ECC), pp.1578-1583, 2018.

Cites in Papers - Other Publishers (7)

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Na Wang, Xiao Liang, Haixia Wang, Qiyan Zhang, Xiao Lu, "Decentralized linear?quadratic?Gaussian control of networked control systems with asymmetric information", Asian Journal of Control, 2023.
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Mushu Wang, Weigang Pan, Yanrong Lu, "A pattern‐based controller for a class of production processes with input delay", Asian Journal of Control, 2022.
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Xiao Lu, Qiyan Zhang, Xiao Liang, Haixia Wang, Chunyang Sheng, Zhiguo Zhang, "Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays", Control Theory and Technology, vol.19, no.3, pp.328, 2021.
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Xiao Lu, Qiyan Zhang, Xiao Liang, Haixia Wang, Chunyang Sheng, Zhiguo Zhang, "Optimal control for networked control systems with multiple delays and packet dropouts", International Journal of Advanced Robotic Systems, vol.17, no.3, pp.172988142091376, 2020.
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Xiao Liang, Juanjuan Xu, Xiao Lu, Qingyuan Qi, Haixia Wang, Rong Gao, "Optimal LQG Control for Networked Control Systems with Remote and Local Controllers", International Journal of Control, Automation and Systems, vol.18, no.1, pp.236, 2020.
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Le Van Hien, Nguyen Trung Dzung, "Asynchronous control of discrete-time stochastic bilinear systems with Markovian switchings", International Journal of Systems Science, vol.50, no.1, pp.23, 2019.
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Xiao Liang, Juanjuan Xu, Huanshui Zhang, "Solution to stochastic LQ control problem for Itô systems with state delay or input delay", Systems & Control Letters, vol.113, pp.86, 2018.

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