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Normas e estabilidade para modelos estocásticos cuja variação do controle e do estado aumentam a incerteza

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Author(s):
Vinícius Lima Silva
Total Authors: 1
Document type: Master's Dissertation
Press: Campinas, SP.
Institution: Universidade Estadual de Campinas (UNICAMP). Faculdade de Engenharia Elétrica e de Computação
Defense date:
Examining board members:
João Bosco Ribeiro do Val; Oswaldo Luiz do Valle Costa; José Cláudio Geromel
Advisor: João Bosco Ribeiro do Val
Abstract

This work discusses a new approach to the control of uncertain systems. Uncertain systems and their representation is a recurrent theme in control theory: approximate mathematical models, unmodeled dynamics and external disturbances are all sources of uncertainties in automated systems, and the topic has been extensively studied in the control literature, particularly within the stochastic and robust control research areas. Within the stochastic framework, a recent approach, named CVIU - control variation increases uncertainty, for short -, was recently proposed. The approach differs from previous models for assuming that a control action might actually increase the uncertainty about an unknown system, a notion represented by the use of stochastic noise depending on the absolute value of the control input. Moreover, the solution of the corresponding stochastic optimal control problem shows the existence of a region around the equilibrium point in which the optimal action is to keep the equilibrium control action unchanged. The CVIU control problem was previously solved by adopting a discounted quadratic cost formulation, and in this work we extend this previous result and study the corresponding long run average control problem. We also discuss possible relations between the CVIU approach and models from robust control theory, and present some potential applications of the theory presented here (AU)

FAPESP's process: 16/02208-6 - Stochastic control of uncertain systems: a model in which the control increases uncertainty
Grantee:Vinicius Lima Silva
Support Opportunities: Scholarships in Brazil - Master