|
|||||
|
|
| 随机系统输出反馈控制中信息状态推导的一种新方法 | |
| 引用本文： | 戴立言,施颂椒. 随机系统输出反馈控制中信息状态推导的一种新方法[J]. 上海交通大学学报, 2005, 39(3): 369-372 |
| 作者姓名： | 戴立言 施颂椒 |
| 作者单位： | 上海交通大学,自动化系,上海,200030;上海交通大学,自动化系,上海,200030 |
| 摘 要： | 研究了部分可观测随机系统在风险灵敏度指标下的最优输出反馈控制问题．通过引入信息状态概念来获得输出反馈控制律，对于状态和输出(测量)噪声带有一般相关系数的随机系统，推导求得了其显式的信息状态表达式。 |
| 关 键 词： | 随机系统 随机控制 最优控制 信息状态 |
| 文章编号： | 1006-2467(2005)03-0369-04 |
| 修稿时间： | 2004-03-22 |
A New Method to Deduce the Information State in the Output Feedback Control for Stochastic Systems |
|
| DAI Li-yan,SHI Song-jiao. A New Method to Deduce the Information State in the Output Feedback Control for Stochastic Systems[J]. Journal of Shanghai Jiaotong University, 2005, 39(3): 369-372 | |
| Authors: | DAI Li-yan SHI Song-jiao |
| Abstract: | The continuous-time partially observable optimal output feedback control problem with risk-sensitive cost criteria was considered. By introducing information state, the output feedback policy for such system was obtained. And the explicit solution of the information state was derived when the system dynamics has general correlation between the states and measurement noise. |
| Keywords: | stochastic systems stochastic control optimal control information state |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |