A Tracking Error Based Fully Probabilistic Control for Stochastic Discrete Time Systems with Multiplicative Noise

Randa Herzallah*, Yuyang Zhou

*Corresponding author for this work

Research output: Contribution to journalArticle

Abstract

This article proposes the exploitation of the Kullback–Leibler divergence to characterise the uncertainty of the tracking error for general stochastic systems without constraints of certain distributions. The general solution to the fully probabilistic design of the tracking error control problem is first stated. Further development then focuses on the derivation of a randomised controller for a class of linear stochastic Gaussian systems that are affected by multiplicative noise. The derived control solution takes the multiplicative noise of the controlled system into consideration in the derivation of the randomised controller. The proposed fully probabilistic design of the tracking error of the system dynamics is a more legitimate approach than the conventional fully probabilistic design method. It directly characterises the main objective of system control. The efficiency of the proposed method is then demonstrated on a flexible beam example where the vibration quenching in flexible beams is shown to be effectively suppressed.

Original languageEnglish
JournalJVC/Journal of Vibration and Control
Early online date17 Apr 2020
DOIs
Publication statusE-pub ahead of print - 17 Apr 2020

Bibliographical note

© Sage 2020. The final publication is available via Sage at http://dx.doi.org/10.1177/1077546320921608

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