| Texto completo | |
| Autor(es): |
Do Val, Joao B. R.
;
Campos, Daniel S.
Número total de Autores: 2
|
| Tipo de documento: | Artigo Científico |
| Fonte: | SIAM JOURNAL ON CONTROL AND OPTIMIZATION; v. 60, n. 4, p. 24-pg., 2022-01-01. |
| Resumo | |
The paper deals with stochastic control problems associated with H2 performance indices such as energy or power norms or energy measurements. The control applies to a class of systems for which a stochastic process conveys the underlying uncertainties, known as control and state variation increase uncertainty (CSVIU). These indices allow various emphases, focusing on the transient behavior with the discounted norm to stricter conditions on stability and steady-state mean-square error and convergence rate, using the optimal overtaking criterion. The long-run average power control stands as a midpoint in this respect. A critical advance regards the explicit form of the optimal control law, expressed in two forms. One takes a perturbed affine Riccati-like form of feedback solution; the other comes from a generalized normal equation that arises from the nondifferentiable local optimal problem. They are equivalent, but the former allows optimality and stability, and the latter develops into a search method to attain the optimal law. A detectability notion and a Riccati solution grant stochastic stability from the behavior of the norms. The energy overtaking criterion requires a further constraint on a matrix spectral radius. With these findings, the paper revisits the rising of the inaction solution, a prominent feature of CSVIU models to deal with the uncertainty inherent to poorly known models. Besides the optimal solution, it provides the tools to pursue it. (AU) | |
| Processo FAPESP: | 16/08645-9 - Pesquisas interdisciplinares em redes inteligentes de energia elétrica |
| Beneficiário: | João Bosco Ribeiro do Val |
| Modalidade de apoio: | Auxílio à Pesquisa - Temático |