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Limited Model Information Control Design for Linear Discrete-Time Systems with Stochastic Parameters
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0001-9940-5929
2012 (English)In: 2012 IEEE 51st Annual Conference on Decision And Control (CDC), IEEE , 2012, 855-861 p.Conference paper, Published paper (Refereed)
Abstract [en]

We design optimal local controllers for large-scale networked systems using exact local model information and statistical beliefs about the model of the rest of the system. We study the value of model information in control design using the closed-loop performance degradation caused by the lack of full model information in the control design procedure. This performance degradation is captured using the ratio of the cost of the optimal controller with limited model information over the cost of the optimal controller with full model information. Both finite-horizon and infinite-horizon cost functions are considered. A numerical example illustrates the developed approach.

Place, publisher, year, edition, pages
IEEE , 2012. 855-861 p.
Series
IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
Keyword [en]
Stochastic optimal control, Linear systems, Large-scale systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-108070DOI: 10.1109/CDC.2012.6426707ISI: 000327200401042Scopus ID: 2-s2.0-84874263105ISBN: 978-1-4673-2066-5 (print)OAI: oai:DiVA.org:kth-108070DiVA: diva2:578827
Conference
51st IEEE Conference on Decision and Control, CDC 2012; Maui, HI; United States; 10 December 2012 through 13 December 2012
Funder
ICT - The Next Generation
Note

QC 20130109

Available from: 2013-01-10 Created: 2012-12-19 Last updated: 2013-12-20Bibliographically approved

Open Access in DiVA

fulltext(291 kB)232 downloads
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Johansson, Karl Henrik

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CiteExportLink to record
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  • apa
  • harvard1
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  • de-DE
  • en-GB
  • en-US
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  • Other locale
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Output format
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