Abstract
For many stochastic control problem formulations, design objectives typically include constraining the covariance of the outputs of the system. Recent engineering challenges have demonstrated an interest in controlling system output covariances to a setpoint. However, open-loop control of system output covariance can be exceptionally challenging when the system has significant plant uncertainties. This paper explores closed-loop control of the system's output covariance using a windowed variance function. The stochastic nature of the windowed variance feedback means that root locus and other classical control design techniques cannot be immediately used. Expected value analysis is used to generate transfer functions for the average response of such systems, and the results are used to design controllers. Stochastic simulations are presented to verify the analytical results and make other observations concerning closed-loop variance control.
| Original language | English |
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| Title of host publication | 2020 American Control Conference, ACC 2020 |
| Publisher | Institute of Electrical and Electronics Engineers Inc. |
| Pages | 3589-3594 |
| Number of pages | 6 |
| ISBN (Electronic) | 9781538682661 |
| DOIs | |
| State | Published - Jul 2020 |
| Event | 2020 American Control Conference, ACC 2020 - Denver, United States Duration: Jul 1 2020 → Jul 3 2020 |
Publication series
| Name | Proceedings of the American Control Conference |
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| Volume | 2020-July |
| ISSN (Print) | 0743-1619 |
Conference
| Conference | 2020 American Control Conference, ACC 2020 |
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| Country/Territory | United States |
| City | Denver |
| Period | 07/1/20 → 07/3/20 |
Funding
*This manuscript has been authored by UT-Battelle, LLC under Contract No. DE-AC05-00OR22725 with the U.S. Department of Energy. The United States Government retains and the publisher, by accepting the article for publication, acknowledges that the United States Government retains a nonexclusive, paid-up, irrevocable, world-wide license to publish or reproduce the published form of this manuscript, or allow others to do so, for United States Government purposes. The Department of Energy will provide public access to these results of federally sponsored research in accordance with the DOE Public Access Plan(http://energy.gov/downloads/doe-public-access-plan).