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
Link To Document