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
来源：
PROCEEDINGS OF THE 2001 AMERICAN CONTROL CONFERENCE, VOLS 1-6 | 2001年
关键词：
D O I：
暂无
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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