access icon free Stochastic optimal control for sampled-data system under stochastic sampling

In this study, the problem of designing a stochastic optimal controller for sampled-data systems whose sampling interval is subjected to a certain probability distribution is addressed. To design the controller, the Kronecker product operation and the Vandermonde matrix were introduced. A design method of the stochastic optimal controller is proposed. It is shown that the controller guarantee that the closed-loop system has exponentially mean square stability. Finally, the simulation results illustrate the effectiveness and practicability of the proposed method.

Inspec keywords: closed loop systems; matrix algebra; sampling methods; stochastic systems; statistical distributions; optimal control; stochastic processes; control system synthesis; sampled data systems; asymptotic stability

Other keywords: stochastic optimal control; sampling interval; exponentially mean square stability; sampled-data system; stochastic sampling; probability distribution; closed-loop system; Vandermonde matrix; stochastic optimal controller design; Kronecker product operation

Subjects: Optimal control; Other topics in statistics; Algebra; Stability in control theory; Discrete control systems; Control system analysis and synthesis methods; Time-varying control systems

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