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ghw_nit铁杆木虫 (正式写手)
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【讨论】请控制的虫子们，就各自所学的分支，写一个基本思想的介绍吧，提高这里的人气 已有21人参与
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★ ★ ★
小木虫(金币+0.5):给个红包，谢谢回帖
mze04532(金币+2): 感谢分享~欢迎常来 2011-08-17 18:24:52
小木虫(金币+0.5):给个红包，谢谢回帖
mze04532(金币+2): 感谢分享~欢迎常来 2011-08-17 18:24:52
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下面是我们研究工作的一部分，已经被IEEE Trans. Automatica Control 录用 As the performance index of the linear-quadratic-Gaussian (LQG) problem is governed by the non-central generalized Chi-square distribution, solely controlling the expected value of the performance index, as the traditional LQG theory aims at, is insufficient to deliver a satisfactory solution in some situations. While the risk sensitive control does control a specific weighting sum of various moments of the performance index, the single degree of freedom in adjusting the weighting coefficients in this specific weighting sum of various moments of the performance index often prevents the risk sensitive control from generating a desired pattern of high order moment-distribution. We achieve in this paper the complete statistical characterization of the performance index for the discrete-time LQG formulation. More specifically, we derive a recursive relationship to obtain cumulants of various orders of the performance index successively. Parameterized in feedback gain, the optimal feedback control law can be computed off-line by solving a static polynomial optimization problem, thus serving two design goals: i) To shape the probability density function (PDF) of the performance index to attain, at least approximately, a given desired pattern by regulating cumulants of various orders, and ii) to improve the performance measure of an incumbent solution (generated by the risk sensitive control, for example) by adjusting the levels of cumulants of various orders. |
19楼2011-08-17 09:13:12
4楼2010-05-27 15:54:11
5楼2010-05-30 21:48:18
6楼2010-05-31 20:29:47
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