State-Feedback,Finite-Horizon,Cost Density-Shaping Control for the Linear Quadratic Gaussian Framework |
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Authors: | M J Zyskowski M K Sain R W Diersing |
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Institution: | 1.Systems Engineering,Hamilton Sundstrand—Electric Systems,Rockford,USA;2.Department of Electrical Engineering,University of Notre Dame,Notre Dame,USA;3.Department of Engineering,University of Southern Indiana,Evansville,USA |
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Abstract: | A Multiple-Cumulant Cost Density-Shaping (MCCDS) control is proposed for the case when the system is linear and the cost is
quadratic. This linear optimal control results from the minimization of an analytic, convex, non-negative function of cost
cumulants and target cost cumulants. The MCCDS control allows the designer to shape the initial cost density with respect
to a target density approximated by target cost cumulants. A numerical experiment shows that MCCDS control compares favorably
with competing control paradigms in terms of official performance measures for inter-story drifts and per-story accelerations
used in the first-generation structure benchmark for seismically excited buildings. |
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