文献类型：期刊文献

英文题名：Preview control for continuous-time singular stochastic systems

作者：Wu, Jiang[1,2];Liao, Fucheng[1];Xu, Zhengguang[2];Tang, Yuan Yan[3];Xu, Yujie[4]

第一作者：Wu, Jiang

通讯作者：Wu, J[1];Wu, J[2]

机构：[1]Univ Sci & Technol Beijing, Sch Math & Phys, Beijing 100083, Peoples R China;[2]Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China;[3]Univ Macau, Dept Comp & Informat Sci, Fac Sci & Technol, Macau, Peoples R China;[4]Beijing Union Univ, Dept Basic Courses, Beijing 100101, Peoples R China

第一机构：Univ Sci & Technol Beijing, Sch Math & Phys, Beijing 100083, Peoples R China

通讯机构：[1]corresponding author), Univ Sci & Technol Beijing, Sch Math & Phys, Beijing 100083, Peoples R China;[2]corresponding author), Univ Sci & Technol Beijing, Sch Automat & Elect Engn, Beijing 100083, Peoples R China.

年份：2019

卷号：17

期号：5

外文期刊名：INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING

收录：;EI(收录号：20192106967006);Scopus(收录号：2-s2.0-85065996414);WOS:【SCI-EXPANDED(收录号:WOS:000485680500009)】；

基金：This work was supported by the National Natural Science Foundation of China (Grant no. 61174209) and by the Scientific Research Projects of Beijing Municipal Education Commission (Grant no. KM201711417002).

语种：英文

外文关键词：Stochastic system; preview control; singular system; augmented error system; optimal control

摘要：In this paper, the problem of preview control for continuous-time singular stochastic systems is studied by the augmented error system approach. First, a static output feedback is introduced to make the closed-loop system impulse-free. And through the second restricted equivalent transformation, the continuous-time singular stochastic system is transformed into a normal stochastic system and some algebra equations. Then, an assistant system is designed to overcome the difficulty of trying to make derivation to a stochastic system like in deterministic system condition. And the stochastic system after the transformation is translated to the assistant system. In order to make the output of the singular system track the reference signal as accurately as possible without static error, an integrator is introduced. Based on the system after the translation and the error equation, an augmented error system is constructed with the state vector, the error vector and the reference signal. Finally, the tracking problem for the singular stochastic system is transformed into the optimal regulating problem for the augmented error system. By the dynamic programming method, the optimal preview controller for the original singular stochastic system is obtained. The existence and uniqueness solution of the Riccati equation is discussed and the numerical analysis shows the effectiveness for the preview controller designed in this paper.