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Optimal Control over Networks with Long Random Delays

Lincoln, Bo LU and Bernhardsson, Bo LU (2000) In Proceedings CD of the Fourteenth International Symposium on Mathematical Theory of Networks and Systems
Abstract
This paper studies the effects of stochastic time delays on automatic control systems which uses communication networks. We assume a linear process to be controlled and known delay probability distributions.The contribution of this paper is to extend the theory in(Nilsson 1998) to delays that may be longer than one sample period.Using a quadratic cost we find the optimal full-state-information controller. We also show that the standard Kalman filter is an optimal observer, and that the separation principle holds.
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author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
separation principle, optimal control, Stochastic control, time delays
in
Proceedings CD of the Fourteenth International Symposium on Mathematical Theory of Networks and Systems
publisher
Laboratoire de Théorie des Systèmes (LTS), University of Perpignan
language
English
LU publication?
yes
id
3f0c8f1c-22af-4fe0-ab45-453f99ef1340 (old id 537980)
date added to LUP
2007-09-21 11:55:29
date last changed
2016-04-16 08:34:12
@inproceedings{3f0c8f1c-22af-4fe0-ab45-453f99ef1340,
  abstract     = {This paper studies the effects of stochastic time delays on automatic control systems which uses communication networks. We assume a linear process to be controlled and known delay probability distributions.The contribution of this paper is to extend the theory in(Nilsson 1998) to delays that may be longer than one sample period.Using a quadratic cost we find the optimal full-state-information controller. We also show that the standard Kalman filter is an optimal observer, and that the separation principle holds.},
  author       = {Lincoln, Bo and Bernhardsson, Bo},
  booktitle    = {Proceedings CD of the Fourteenth International Symposium on Mathematical Theory of Networks and Systems},
  keyword      = {separation principle,optimal control,Stochastic control,time delays},
  language     = {eng},
  publisher    = {Laboratoire de Théorie des Systèmes (LTS), University of Perpignan},
  title        = {Optimal Control over Networks with Long Random Delays},
  year         = {2000},
}