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Dynamic disturbance minimization control for discrete non‐linear stochastic systems
Author(s) -
Azemi Asad,
Yaz Engin
Publication year - 1993
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.4660140304
Subject(s) - control theory (sociology) , disturbance (geology) , linear system , discrete time and continuous time , minification , stochastic control , equivalence (formal languages) , computer science , mathematics , reduction (mathematics) , control (management) , mathematical optimization , optimal control , statistics , paleontology , mathematical analysis , geometry , discrete mathematics , artificial intelligence , biology
A dynamic feedback control scheme is proposed to reduce the effect of process and measurement disturbances of known wave‐form for a class of discrete non‐linear stochastic systems. A Lyapunovbased non‐linear filter developed previously by the authors is utilized for the estimation of the disturbance state and combined with a least‐squares‐type control action in a certainty equivalence manner for disturbance reduction. In order to illustrate the performance of the proposed dynamic disturbance rejection technique, three examples which address some important cases are provided.