Optimal controller for Ito-Volterra systems

Author

Basin, Michael V. ; Garcia, Ma Aracelia Alcorta

Author_Institution

Dept. of Phys. & Math. Sci., Autonomous Univ. of Nuevo Leon, Mexico

Volume

4

fYear

2002

fDate

2002

Firstpage

2921

Abstract

This paper presents solution of the optimal linear-quadratic controller problem for unobservable Ito-Volterra systems with continuous/discontinuous states over continuous/discontinuous observations. As a result, the system of the optimal controller equations is obtained, including a linear integral equation for the optimally controlled estimate and two integral Riccati equations for its cross-correlation function and a constituent of the optimal regulator gain matrix. Those equations are then simplified in the case of a dynamic plant (the internal part of a state equation) governed by a differential equation.

Keywords

Riccati equations; Volterra equations; correlation methods; differential equations; linear quadratic control; matrix algebra; Ito-Volterra systems; LQ control; cross-correlation function; differential equation; integral Riccati equations; linear integral equation; optimal linear-quadratic controller; optimal regulator gain matrix; Control systems; Delay; Differential equations; Filtering; Integral equations; Nonlinear filters; Optimal control; Regulators; Riccati equations; State estimation;

fLanguage

English

Publisher

ieee

Conference_Titel

American Control Conference, 2002. Proceedings of the 2002

ISSN

0743-1619

Print_ISBN

0-7803-7298-0

Type

conf

DOI

10.1109/ACC.2002.1025234

Filename

1025234