Constrained discrete-time PI controller design for output PDFs of stochastic systems with time delays |
| |
Authors: | Yang Yi Song Yin Cao Tao Li |
| |
Affiliation: | 1. Department of Automation , College of Information Engineering , Yangzhou University, Yangzhou, China;2. Research Institute of Automation, Southeast University , Nanjing, China;3. Research Institute of Automation, Southeast University , Nanjing, China;4. School of Instrumentation and Opto-Electronics Engineering Beihang University , Beijing, China |
| |
Abstract: | This article presents a new proportional-integral (PI) tracking control strategy for non-Gaussian stochastic systems based on a square root B-spline model for the output probability density functions (PDFs). Following the square root B-spline approximation to the measured output PDF, a non-linear discrete-time dynamical model can be established between the control input and the weights related to the PDFs. It is noted that the PDF tracking is transformed to a constrained dynamical tracking control problem for weight dynamics. For the non-linear discrete-time weight model including time-delay terms and exogenous disturbances, convex linear matrix inequality optimisation algorithms are used to design a generalised PI controller such that stabilisation, state constraint and tracking performance can be guaranteed simultaneously. Furthermore, in order to enhance the robustness, the peak-to-peak measure index is applied to optimise the tracking performance. Simulations are given to demonstrate the efficiency of the proposed approach. |
| |
Keywords: | probability density function PI controller stochastic control time-delay systems discrete-time systems B-spline expansion |
|
|