Review of Linear Stochastic Optimal Control Systems and Applications

1989 ◽  
Vol 111 (4) ◽  
pp. 399-403 ◽  
Author(s):  
H. V. Panossian

Many complex control systems can be modeled by linear ordinary differential/difference equations with multiplicative and additive noise. The characteristics and behavior of such systems are different from a regular linear quadratic Gaussian system, the basic difference being the inapplicability of the separation or the certainty equivalence principle. Control systems with multiplicative and additive noise are reviewed herein and the fundamental results, in continuous and discrete-time setting, are presented. Furthermore, the advantages and disadvantages are underlined and the need for further research is pointed out.

2020 ◽  
Vol 17 (3) ◽  
pp. 172988142091376
Author(s):  
Xiao Lu ◽  
Qiyan Zhang ◽  
Xiao Liang ◽  
Haixia Wang ◽  
Chunyang Sheng ◽  
...  

This article focuses on the problem of optimal linear quadratic Gaussian control for networked control systems with multiple delays and packet dropouts. The main contributions are twofold. Firstly, based on the introduced maximum principle for linear quadratic Gaussian system with multiple input delays and packet dropouts, a nonhomogeneous relationship between the state and costate is obtained, which is the key technical tool to solve the problem. Secondly, a necessary and sufficient condition for the optimal networked control problem is given in virtue of the coupled Riccati equations, and the explicit expression of the optimal controller is presented. Numerical examples are shown to illustrate the proposed algorithm.


Sensors ◽  
2021 ◽  
Vol 21 (19) ◽  
pp. 6496
Author(s):  
Jose Joaquin Sainz ◽  
Elías Revestido Herrero ◽  
Jose Ramon Llata ◽  
Esther Gonzalez-Sarabia ◽  
Francisco J. Velasco ◽  
...  

This paper presents the application of an linear quadratic gaussian (LQG) control strategy for concrete caisson deployment for marine structures. Currently these maneuvers are carried out manually with the risk that this entails. Control systems for these operations with classical regulators have begun to be implemented. They try to reduce risks, but they still need to be optimized due to the complexity of the dynamics involved during the sinking process and the contact with the sea bed. A linear approximation of the dynamic model of the caisson is obtained and an LQG control strategy is implemented based on the Kalman filter (KF). The results of the proposed LQG control strategy are compared to the ones given by a classic controller. It is noted that the proposed system is positioned with greater precision and accuracy, as shown in the different simulations and in the Monte Carlo study. Furthermore, the control efforts are less than with classical regulators. For all the reasons cited above, it is concluded that there is a clear improvement in performance with the control system proposed.


1985 ◽  
Vol 9 (3) ◽  
pp. 125-130
Author(s):  
Suresh M. Joshi

The problem of control systems synthesis and parameter identifiability are considered for a large, flexible, space-based antenna. Two methods are considered for control system synthesis, the first of which uses torque actuators and collocated attitude and rate sensors, and the second method is based on the linear-quadratic-Gaussian (LQG) control theory. The predicted performance obtained by computing variances of pointing, surface and feed misalignment errors in the presence of sensor noise indicates that the LQG-based controller yields superior results. Since controller design requires the knowledge of the system parameters, the identifiability of the structural parameters is investigated by obtaining Cramér-Rao lower bounds. The modal frequencies are found to have the best identifiability, followed by damping ratios, and mode-slopes.


Author(s):  
Jie Zhang ◽  
Jin Huang ◽  
Pengbing Zhao ◽  
Wei Liang ◽  
Congsi Wang

Higher levels of pointing (directional) accuracy are required with the increase of diameter of large reflector antennae. The influence of wind disturbance on the level of pointing error has become a serious problem with the increased size of antenna. Newer, larger antenna designs have to combine increased control and more accurate pointing mechanisms that challenge existing technology. With reference to the typical Cassegrain antenna, this paper aims to improve the accuracy of antenna pointing mechanisms under a variety of wind conditions. This is based on the pointing model derived from combining both structural dynamics and electromechanics such that the pointing error caused by wind can be estimated efficiently. Using different controller design methods, which present the flexible pointing error as a combination of rotation angle error, torque disturbance, and state disturbance, the pointing error is compensated effectively. Tests and analysis of a 7.3 m antenna have been conducted. The results show that the linear-quadratic-Gaussian controller can reduce the maximum pointing errors by 79.3%, and the sliding mode controller is found to significantly outperform other controllers as it has the smallest root mean square of pointing error.


2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Lifu Zhang ◽  
Heng Zhang ◽  
Cunhua Li ◽  
Buxi Ni

This paper investigates the optimal jamming attack scheduling in Networked Sensing and Control Systems (NSCS). From viewpoint of the attacker, we formulate an optimization problem which maximizes the Linear Quadratic Gaussian (LQG) control cost with attacking energy constraint in a finite time horizon. For two special cases, we obtain that the optimal jamming attack schedule is to consecutively attack in the given time horizon. For the general case, we propose an algorithm to find the optimal schedules. Finally, we study the effectiveness of our proposed attack strategies on our established semiphysical testbed.


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