Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions

Martijn Dresscher; Bayu Jayawardhana

doi:10.1016/j.ifacol.2017.08.182

Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions

Martijn Dresscher
, Bayu Jayawardhana

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

8 Citations (Scopus)

302 Downloads (Pure)

Abstract

This paper considers two different control problems for deterministic systems with stochastic initial conditions where, in addition to the usual asymptotic behavior requirement, we are interested in the transient behavior of the state distribution evolution. For the first one, we study control design such that the state trajectories enter target set at a given transient time with a prescribed minimum cumulative distribution. For the second one, we propose control design where the distribution of state variable at transient time is close to the target distribution. We illustrate the efficacy of the proposed solutions to the aforementioned control problems through numerical examples.

Original language	English
Title of host publication	20th World Congress of the International Federation of Automatic Control
Editors	Denis Dochain, Didie Henrion, Dimitri Peaucelle
Publisher	IFAC
Pages	1822-1827
Number of pages	7
DOIs	https://doi.org/10.1016/j.ifacol.2017.08.182
Publication status	Published - Jul-2017
Event	IFAC 2017 World Congress: The 20th World Congress of the International Federation of Automatic Control - Toulouse, France Duration: 9-Jul-2017 → 14-Jul-2017 https://www.ifac2017.org/

Publication series

Name	IFAC- PapersOnLine
Number	1
Volume	50

Conference

Conference	IFAC 2017 World Congress
Country/Territory	France
City	Toulouse
Period	09/07/2017 → 14/07/2017
Internet address	https://www.ifac2017.org/

Keywords

control with stochastic initial conditions
stochastic control

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@inproceedings{d93ba08f427446e684a74a94fa8dfe3b,

title = "Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions",

abstract = "This paper considers two different control problems for deterministic systems with stochastic initial conditions where, in addition to the usual asymptotic behavior requirement, we are interested in the transient behavior of the state distribution evolution. For the first one, we study control design such that the state trajectories enter target set at a given transient time with a prescribed minimum cumulative distribution. For the second one, we propose control design where the distribution of state variable at transient time is close to the target distribution. We illustrate the efficacy of the proposed solutions to the aforementioned control problems through numerical examples.",

keywords = "control with stochastic initial conditions, stochastic control",

author = "Martijn Dresscher and Bayu Jayawardhana",

year = "2017",

month = jul,

doi = "10.1016/j.ifacol.2017.08.182",

language = "English",

series = "IFAC- PapersOnLine",

publisher = "IFAC",

number = "1",

pages = "1822--1827",

editor = "Denis Dochain and Henrion, \{Didie \} and Dimitri Peaucelle",

booktitle = "20th World Congress of the International Federation of Automatic Control",

note = "IFAC 2017 World Congress : The 20th World Congress of the International Federation of Automatic Control ; Conference date: 09-07-2017 Through 14-07-2017",

url = "https://www.ifac2017.org/",

}

Dresscher, M & Jayawardhana, B 2017, Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions. in D Dochain, D Henrion & D Peaucelle (eds), 20th World Congress of the International Federation of Automatic Control. IFAC- PapersOnLine, no. 1, vol. 50, IFAC, pp. 1822-1827, IFAC 2017 World Congress, Toulouse, France, 09/07/2017. https://doi.org/10.1016/j.ifacol.2017.08.182

Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions. / Dresscher, Martijn; Jayawardhana, Bayu.
20th World Congress of the International Federation of Automatic Control. ed. / Denis Dochain; Didie Henrion; Dimitri Peaucelle. IFAC, 2017. p. 1822-1827 (IFAC- PapersOnLine; Vol. 50, No. 1).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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T1 - Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions

AU - Dresscher, Martijn

AU - Jayawardhana, Bayu

PY - 2017/7

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N2 - This paper considers two different control problems for deterministic systems with stochastic initial conditions where, in addition to the usual asymptotic behavior requirement, we are interested in the transient behavior of the state distribution evolution. For the first one, we study control design such that the state trajectories enter target set at a given transient time with a prescribed minimum cumulative distribution. For the second one, we propose control design where the distribution of state variable at transient time is close to the target distribution. We illustrate the efficacy of the proposed solutions to the aforementioned control problems through numerical examples.

AB - This paper considers two different control problems for deterministic systems with stochastic initial conditions where, in addition to the usual asymptotic behavior requirement, we are interested in the transient behavior of the state distribution evolution. For the first one, we study control design such that the state trajectories enter target set at a given transient time with a prescribed minimum cumulative distribution. For the second one, we propose control design where the distribution of state variable at transient time is close to the target distribution. We illustrate the efficacy of the proposed solutions to the aforementioned control problems through numerical examples.

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KW - stochastic control

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DO - 10.1016/j.ifacol.2017.08.182

M3 - Conference contribution

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BT - 20th World Congress of the International Federation of Automatic Control

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A2 - Henrion, Didie

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Y2 - 9 July 2017 through 14 July 2017

ER -

Prescribing Transient and Asymptotic Behaviour of LTI Systems with Stochastic Initial Conditions

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Conference

Keywords

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