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Avtomatika i Telemekhanika, 2021, Issue 12, Pages 73–89
DOI: https://doi.org/10.31857/S0005231021120059 (Mi at15675) 		 
Linear Systems

Some algorithms for the improvement of time-varying controllers on an infinite time horizon

M. M. Khrustalev, K. A. Tsarkov

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, Moscow, 117997 Russia
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DOI: https://doi.org/10.31857/S0005231021120059
Abstract: We study the problem of optimizing a dynamic stochastic state-linear and control-nonlinear system operating on an infinite time horizon with respect to a quadratic cost functional. Several algorithms for the successive improvement of a given time-varying program control are proposed. They can be used, in particular, for designing high-performance dynamic incomplete-feedback controllers in deterministic linear time-invariant systems. A number of rigorous statements regarding the original optimization problem are stated and proved to justify the improvement algorithms.
Keywords: dynamic feedback, infinite time horizon, nonlinear stochastic system, structural constraint.
Funding agency Grant number
Russian Foundation for Basic Research 20-08-00400
This work was partly financially supported by the Russian Foundation for Basic Research, project no. 20-08-00400.
Presented by the member of Editorial Board: A. I. Malikov

Received: 07.03.2021
Revised: 27.04.2021
Accepted: 30.06.2021
English version:
Automation and Remote Control, 2021, Volume 82, Issue 12, Pages 2097–2111
DOI: https://doi.org/10.1134/S0005117921120031
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. M. Khrustalev, K. A. Tsarkov, “Some algorithms for the improvement of time-varying controllers on an infinite time horizon”, Avtomat. i Telemekh., 2021, no. 12, 73–89; Autom. Remote Control, 82:12 (2021), 2097–2111
Citation in format AMSBIB
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