Uma estrutura de controle parcialmente em malha fechada para problemas de controle otimo estocastico

AUTOR(ES)
DATA DE PUBLICAÇÃO

1989

RESUMO

In this work, an open-loop solution of stochastic control problem. composed by a discrete time linear system with gaussian noise. is analysed. The control and output. variables are subjected to probabilistic constraints. with a priori fixed degree of violation. lt. is shown that, in many cases, the deterministic optimization problem associated to the open-loop procedure can be infeasible. ln order- to eliminate this undesirable feature, a partial closed-loop structure is proposed. lt. is also shown that this approach can be applied t.o more complex models as, for instance, the problem under imperfect state information. A real problem of stochastic control, concerned with the optimal operation of a hydroelectric system, is solved and discussed

ASSUNTO(S)

sistemas estocasticos sistemas lineares engenharia de sistemas

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