Title :
Stochastic Inverse optimal control of unknown linear networked control system in the presence of random delays and packet losses
Author :
Elvira-Ceja, Santiago ; Sanchez, Edgar N. ; Jagannathan, S.
Author_Institution :
Autom. Control Lab., CINVESTAV IPN Unidad Guadalajara, Zapopan, Mexico
Abstract :
In this paper, the inverse optimal control approach is applied to stabilization in probability of unknown linear networked control system (NCS) in presence of random delays and packet losses. The proposed control scheme is based on Kalman filter parameter estimation to solve the infinite horizon regulator problem for NCS with stochastic system matrices, and avoids to solve the associated stochastic Riccati equation (SRE); additionally a cost functional is minimized. The stabilizing optimal controller is based on a discrete-time stochastic control Lyapunov function.
Keywords :
Kalman filters; Lyapunov methods; Riccati equations; delays; discrete time systems; linear systems; matrix algebra; networked control systems; optimal control; parameter estimation; probability; stability; stochastic systems; Kalman filter parameter estimation; Lyapunov function; NCS; SRE; discrete-time stochastic control; packet loss; probability; random delays; stabilization; stochastic Riccati equation; stochastic inverse optimal control; stochastic system matrices; unknown linear networked control system; Delays; Kalman filters; Optimal control; Packet loss; Stability analysis; Stochastic processes;
Conference_Titel :
American Control Conference (ACC), 2015
Conference_Location :
Chicago, IL
Print_ISBN :
978-1-4799-8685-9
DOI :
10.1109/ACC.2015.7170832