Discrete Time Stochastic System State Estimation And The Optimal Controller Design

The combination of computer network technology and control theory has become a hot topic in the current control field. Using the Internet to transmit information and control can bring information convenient for the remote control, system management and control integration, systems engineering. But the data transmission characteristics of the network also greatly affect the performance of the system. Because the stochastic nature of the system, technology such as information collection, information processing and the design of controller are facing new challenge.Network delay system caused by the transmission network always has uncertainty and randomness. Consider the state estimation and noise output feedback will be more realistic ideas. Thus, the research of the state estimation and optimization problem about the network-induced delay system will have important theoretical and practical significance. In this paper we mainly study the discrete-time stochastic systems state estimation and optimal control problem. For linear discrete-time systems with known dynamics and external disturbance discrete linear systems with time delay measurements, we have designed discrete time optimal controller with measure time delays. Contents of this paper are summarized as follows.We focuses on the measurement for linear discrete systems with time delays in this paper. No matter it is the network-induced delay from sensor to the controller or from the controller to the actuator, it mainly reflected on the output of the measurement time lag. From this perspective, we presents the measurement delay in network-induced delay to output measurement delay in this paper. Firstly, we establish a system containing a measuring time delay, and convert the network control systems with time delay measurements to non-delay system with delay-free conversion method, and then using the Kalman filtering method to estimate the system state, obtain optimal estimation equation. Achieve the status estimate of the network control system which contains a measurement Delays. State response of the system simulation examples demonstrate the feasibility and effectiveness of this method.Considering the random interference system, we complete the design of quadratic optimal Gauss (Optimal linear quadratic Gaussian, LQG) controller of discrete-time linear system use the principle of stochastic maximum and the principle of separation. State response of the system simulation examples demonstrate the feasibility and effectiveness of this method.