Receding horizon finite memory controls for output feedback controls of discrete-time state space models

In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the opt...

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Bibliographic Details
Main Authors: Soohee Han, Wook Hyun Kwon
Format: Conference Proceeding
Language:English
Subjects:
Applied sciences
Control systems
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Finite impulse response filter
Information, signal and communications theory
Linear feedback control systems
Linearity
Optimal control
Output feedback
Signal and communications theory
Signal, noise
Stability
State feedback
State-space methods
Stochastic systems
Telecommunications and information theory
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Summary:In this paper, a new type of output feedback control, called a receding horizon finite memory control (RHFMC), is proposed for stochastic discrete-time state space systems. Constraints such as linearity and finite memory structure with respect to an input and an output, and unbiasedness from the optimal state feedback control are required in advance. The proposed RHFMC is chosen to minimize an optimal criterion with these constraints. The RHFMC is obtained in an explicit closed form using the output and input information on the recent time interval. It is shown that the RHFMC consists of a receding horizon control and an FIR filter. The stability of the RHFMC is investigated for stochastic systems.
DOI:10.1109/IECON.2004.1431762