Title
Optimal ensemble control of stochastic linear systems
Abstract
We consider the optimal guidance of an ensemble of independent, structurally identical, finite-dimensional stochastic linear systems with variation in system parameters between initial and target states of interest by applying a common control function without the use of feedback. Our exploration of such ensemble control systems is motivated by practical control design problems in which variation in system parameters and stochastic effects must be compensated for when state feedback is unavailable, such as in pulse design for nuclear magnetic resonance spectroscopy and imaging. In this paper, we extend the notion of ensemble control to stochastic linear systems with additive noise and jumps, which we model using white Gaussian noise and Poisson counters, respectively, and investigate the optimal steering problem where the terminal mean square error is minimized. The optimal controls are generated for several example ensemble control problems, and Monte Carlo simulations are used to illustrate their performance.
Year
DOI
Venue
2013
10.1109/CDC.2013.6760354
CDC
Keywords
Field
DocType
optimal control,stochastic systems,stochastic effects,monte carlo simulations,terminal mean square error,control system synthesis,finite-dimensional stochastic linear systems,optimal ensemble control,state feedback,pulse design,feedback,control function,monte carlo methods,poisson counters,white noise,nuclear magnetic resonance spectroscopy,linear systems,gaussian noise,multidimensional systems,system parameters,control design problems,mean square error methods,white gaussian noise
Mathematical optimization,Optimal control,Linear-quadratic-Gaussian control,Linear system,Control theory,Computer science,White noise,Control system,Gaussian noise,Multidimensional systems,Stochastic control
Conference
ISSN
ISBN
Citations 
0743-1546
978-1-4673-5714-2
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Ji Qi121.09
Anatoly Zlotnik2407.49
Shin Li Jr.311219.45