Pareto Optimal Strategy under H∞ Constraint for Discrete-Time Stochastic Systems

被引：0

作者：

Jiang, Xiushan ^{[1
]}

Pang, Qingti ^{[1
]}

Zhao, Dongya ^{[1
]}

Zhang, Qingkang ^{[2
]}

机构：

[1] China Univ Petr East China, Coll New Energy, Qingdao 266580, Peoples R China

[2] Shandong Univ Sci & Technol, Coll Elect Engn & Automat, Qingdao 266590, Peoples R China

来源：

PROCESSES | 2022年 / 10卷 / 07期

基金：

中国博士后科学基金; 中国国家自然科学基金;

关键词：

discrete-time stochastic systems; Pareto optimality; indefinite LQ control; worst-case disturbance; generalized difference Riccati equations; LINEAR-QUADRATIC CONTROL; STATE; GAME;

D O I：

10.3390/pr10071344

中图分类号：

TQ [化学工业];

学科分类号：

0817 ;

摘要：

This paper investigates the Pareto optimal strategy of discrete-time stochastic systems under H infinity constraint, in which the weighting matrices of the weighted sum cost function can be indefinite. Combining the H infinity control theory with the indefinite LQ control theory, the generalized difference Riccati equations (GDREs) are obtained. By means of the solution of the GDREs, the Pareto optimal strategy with H infinity constraint is derived, and the necessary and sufficient conditions for the existence of the strategy are presented. Then the Pareto optimal solution under the worst-case disturbance is solved. Finally, the efficiency of the obtained results is illustrated by a numerical example.

引用

页数：18

共 50 条

[31] Discrete-time Indefinite Stochastic Linear Quadratic Optimal Control: Inequality Constraint Case
Li, Guiling
Zhang, Weihai
2013 32ND CHINESE CONTROL CONFERENCE (CCC), 2013, : 2327 - 2332
[32] Suboptimal State Feedback H2/H∞ Controller Design with Spectrum Constraint for Discrete-time Stochastic Systems
侯婷
张维海
马宏基
Journal of Measurement Science and Instrumentation, 2011, (01) : 67 - 71
[33] OPTIMAL STOCHASTIC CONTROL OF DISCRETE-TIME SYSTEMS IN HILBERT-SPACE
ZABCZYK, J
SIAM JOURNAL ON CONTROL, 1975, 13 (06): : 1217 - 1234
[34] OPTIMAL PREDICTIVE CONTROL OF LINEAR DISCRETE-TIME STOCHASTIC SYSTEMS.
Yahagi, Takashi
Sakai, Katsuhito
Electronics and Communications in Japan, Part I: Communications (English translation of Denshi Tsushin Gakkai Ronbunshi), 1985, 68 (12): : 27 - 36
[35] Stochastic optimal control problems of discrete-time Markov jump systems
Song, Teng
OPTIMAL CONTROL APPLICATIONS & METHODS, 2023, 44 (05): : 2551 - 2570
[36] Optimal control for discrete-time singular stochastic systems with input delay
Wang, Fan
Liang, Jinling
Wang, Feng
OPTIMAL CONTROL APPLICATIONS & METHODS, 2016, 37 (06): : 1282 - 1313
[37] NEAR-OPTIMAL CONTROL OF DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS
RAO, BVR
MAHALANA.AK
PROCEEDINGS OF THE INSTITUTION OF ELECTRICAL ENGINEERS-LONDON, 1971, 118 (05): : 709 - &
[38] Optimal recursive state estimation for singular stochastic discrete-time systems
Zhang, HS
Xie, LH
Soh, YC
PROCEEDINGS OF THE 37TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-4, 1998, : 2908 - 2913
[39] Optimal recursive state estimation for singular stochastic discrete-time systems
Zhang, Huanshui
Xie, Lihua
Soh, Yeng Chai
Proceedings of the IEEE Conference on Decision and Control, 1998, 3 : 2908 - 2913
[40] Inverse optimal control for discrete-time stochastic nonlinear systems stabilization
Elvira-Ceja, Santiago
Sanchez, Edgar N.
Proceedings of the American Control Conference, 2013, : 4682 - 4686

← 1 2 3 4 5 →