Control for Multiplicative Noise Systems With Intermittent Noise and Input Delay

Qingyuan Qi,Cheng Tan,Xiao Liang,Zhenghong Qiu

doi:10.1109/access.2020.2967832

Abstract

In this paper, we consider the control problem for multiplicative noise system with intermittent noise and input delay. For the finite-horizon case, in virtue of the dynamic programming approach, the optimal output feedback controller is proposed for the first time. For the infinite-horizon case, it is shown that the multiplicative noise system can be stabilized if and only if the given modified Riccati equation has the unique solution.

Highlights

For the stochastic control problem, when the system is disturbed by the measurement noise such that the precise system state cannot be accessed directly, the output feedback controller should be designed
The output feedback control problem has received much attentions and large progresses have been made in applications, such as signal processing, aerospace, networked control system (NCS) and so on; see [3], [4], [9], [10]
We will focus on the output feedback control problem for multiplicative noise system with input delay and intermittent noise

Summary

INTRODUCTION

For the stochastic control problem, when the system is disturbed by the measurement noise such that the precise system state cannot be accessed directly, the output feedback controller should be designed. We will focus on the output feedback control problem for multiplicative noise system with input delay and intermittent noise. It is noted that the existence of the intermittent noise and input delay will cause fundamental difficulties to calculate the optimal output feedback controller. We will investigate the output feedback control problem for both finite horizon case and infinite horizon case. For the infinite horizon case, we will show the stabilization conditions (necessary and sufficient) for multiplicative system with intermittent noise and input delay.

OPTIMAL ESTIMATION

NUMERICAL EXAMPLE

CONCLUSION