Stochastic controllability of linear systems with delay in control

• Autorzy: Klamka J.
• Języki publikacji: EN

Abstrakty

EN

In the paper finite--dimensional stationary dynamical control systems described by linear stochastic ordinary differential state equations with single point delay in the control are considered. Using notations, theorems and methods taken directly from deterministic controlla-bility problems, necessary and sufficient conditions for different kinds of stochastic relative controllability are formulated and proved. It will be proved that under suitable assumptions relative controllability of a deterministic linear associated dynamical system is equivalent to stochastic relative exact controllability and stochastic relative approximate controllability of the original linear stochastic dynamical system. Same remarks and comments on the existing results for stochastic controllability of linear dynamical systems with delays are also presented. Finally, minimum energy control problem for stochastic dynamical system is formulated and solved.

Słowa kluczowe

EN

controllability; linear control system; stochastic control systems; delayed controls; minimum energy control

• Wydawca: Polska Akademia Nauk, Wydział IV Nauk Technicznych
• Czasopismo: Bulletin of the Polish Academy of Sciences. Technical Sciences
• Rocznik: 2007
• Tom: Vol. 55, nr 1
• Strony: 23--29
• Opis fizyczny: Bibliogr. 26 poz.

Twórcy

autor

Klamka J.

• Institute of Control Engineering, Silesian University of Technology, 16 Akademicka St., 44-100 Gliwice, Poland,

Bibliografia

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