Optimal Regulation of Linear Discrete-Time Systems with Multiplicative Noises

摘要：

　　This paper studies optimal regulation problem for networked linear discrete-time systems with fading channel.The uncertainties in fading channels are modeled as multiplicative noises.The regulation performance is measured by a quadratic function.The optimal state feedback is designed by the mean-square stabilization solution to a modified Algebraic Riccati equation(MARE).The necessary and sufficient condition to the existence of the mean-square stabilization is presented in terms of the inherent characterizations of the systems.It is a nature extension for the result in standard optimal discrete-time linear quadratic regulation(LQR)problem.We also show that this optimal state feedback design problem is an eigenvalue problem(EVP).And then a design algorithm is developed for this optimal control problem.

关键词： Optimal Control Multiplicative noise Linear Regulation Algebraic Riccati equation

作者: Weizhou Su Jie Chen Minyue Fu Tian Qi Yilin Wu

作者单位: School of Auto.Sci.and Eng.,South China Univ.of Tech.,Guangzhou,510640,P.R.China Dept.of Elec.Eng.,Hong Kong City Univ.,Hong Kong,China School of ECE,University of Newcastle,Australia

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 9082-9087

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）