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Hierarchical control in a large scale stochastic system with nonclassical information structure

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Języki publikacji
EN
Abstrakty
EN
In the paper a synthesis of a control law for a large scale stochastic system is presented. The system composed of coupled linear subsystems and quadratic performance index which should be minimized, is considered. The problem is solved in a two-level hierarchical control structure wtih a coordinator on an upper level and local controllers on a lower level. An algorithm, in which it is possible to partially decompose calculations and to realize decentralized control, is proposed. a simple example is presented.
Rocznik
Strony
493--504
Opis fizyczny
Bibliogr. 13 poz., wzory
Twórcy
autor
  • Institute of Automatic Conrol, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice
autor
  • Institute of Automatic Conrol, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice
Bibliografia
  • [1] M. Aoki: On decentralized linear stochastic control problems with quadratic cost IEEE Trans. Aut. Control, 18 (1973), 243-250.
  • [2] C.Y. Chong and M. Athans: On the stochastic control of linear systems with different information sets. IEEE Trans. Aut. Control, 16, (1971), 423-430.
  • [3] C.Y. Chong and M. Athans: On the periodic coordination of linear stochastic systems. Automatica, 12, (1976), 321-335.
  • [4] Z. Duda: Two-level hierarchical control in a large scale stochastic system . Proc. of the ECC’01, Porto, (2001).
  • [5] Z. Duda and W. Brandys: Decentralized hierarchical stochastic control in a large scale static system. Proc. 15th IFAC World Congress, Barcelona, (2002).
  • [6] Z. Duda and R. Gessing: Two-level stochastic control with periodic coordination for a resource allocation problem. Int. J. Systems Sci., 23, (1992), 263-271.
  • [7] W. Findeisen, F.N. Bailey, M. Brdys, K.Malinowski, P. Tatjewski and A. Wozniak: Control and coordination in hierarchical systems, Wiley, London, 1980.
  • [8] R. Gessing: Two-level hierarchical control for linear quadratic problem related to a static system. Int. J. Control, 46, (1987), 1251-1259.
  • [9] R. Gessing and Z. Duda: Price co-ordination for a resource allocation problem in a large-scale system . Int. J. Systems Sci. , 26, (1995), 2245-2253.
  • [10] Y.C. Ho: Team decision theory and information structures. Proc. IEE., 68, (1980), 644-654.
  • [11] L.S. Lasdon: Optimization Theory for Large Systems. 1970.
  • [12] N.R. Sandell and M. Athans: Solutions of some non-clasiccal stochastic decision problems. IEEE Trans. Aut. Control, 19, (1974), 109-116.
  • [13] H.S. Witsenhausen: A counterexample in stochastic optimum control. SIAM J. Control, 6, (1978), 131-147.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BSW3-0007-0030
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