Title :
H∞ Control for Continuous-time Systems with Multiple Input Delays: A Smoothing Estimation Approach
Author :
Zhang, Huanshui ; Xie, Lihua
Author_Institution :
Harbin Inst. of Technol., Shenzhen Univ.
Abstract :
This paper is concerned with the finite horizon H∞ full-information control for continuous-time systems with multiple input delays. The main contributions of the paper are two folds. First, parallel to the duality between the LQR of linear systems without delays and the optimal filtering, we establish a duality between the H∞ full-information control of systems with multiple input delays and an H∞ smoothing of a stochastic backward system without involving delays. The duality allows us to address the complicated multiple input delays problem via the standard projection and innovation analysis. Secondly, by defining a stochastic indefinite linear space and applying a re-organized innovation analysis, an explicit controller is constructed in terms of two standard Riccati differential equations
Keywords :
H∞ control; Riccati equations; continuous time systems; delays; differential equations; smoothing methods; stochastic systems; H infinity control; Riccati differential equation; continuous time system; explicit controller; indefinite linear space; information control; innovation analysis; linear system; multiple input delays; optimal filtering; smoothing estimation; stochastic backward system; Control systems; Delay lines; Delay systems; Filtering; Linear systems; Nonlinear filters; Optimal control; Smoothing methods; Stochastic systems; Technological innovation;
Conference_Titel :
Decision and Control, 2006 45th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
1-4244-0171-2
DOI :
10.1109/CDC.2006.377615