Linear quadratic optimal control of continuous-time linear systems with random delays

被引:0
|
作者
Kolmanovsky, I [1 ]
Maizenberg, TL [1 ]
机构
[1] Ford Res Lab, Dearborn, MI 48121 USA
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中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
We study a finite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The delay value is treated as an unknown variable but with known statistical properties, modelled by a Markov process with a finite number of states. The "probabilistic delay averaging" approach is employed to determine the optimal control in the form which is independent of the delay value.
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页码:101 / 106
页数:6
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