• DocumentCode
    3411309
  • Title

    Linear quadratic optimal control of continuous-time linear systems with random delays

  • Author

    Kolmanovsky, I. ; Maizenberg, T.L.

  • Author_Institution
    Res Lab., Ford Motor Co., Dearborn, MI, USA
  • Volume
    1
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    101
  • Abstract
    We study a finite horizon optimal control problem for a class of linear systems with a randomly varying time-delay. The delay value is treated as an unknown variable but with known statistical properties, modelled by a Markov process with a finite number of states. The probabilistic delay averaging approach is employed to determine the optimal control in the form which is independent of the delay value
  • Keywords
    Markov processes; continuous time systems; linear quadratic control; linear systems; time-varying systems; Markov process; continuous-time linear systems; finite horizon optimal control; finite states; linear quadratic optimal control; probabilistic delay averaging; randomly varying time delay; Communication system control; Control systems; Delay effects; Delay estimation; Delay systems; Equations; Linear systems; Markov processes; Optimal control; Stability;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2001. Proceedings of the 2001
  • Conference_Location
    Arlington, VA
  • ISSN
    0743-1619
  • Print_ISBN
    0-7803-6495-3
  • Type

    conf

  • DOI
    10.1109/ACC.2001.945522
  • Filename
    945522