Imperial College London
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DrGiordanoScarciotti

Faculty of Engineering, Department of Electrical and Electronic Engineering

Senior Lecturer
 
 
 
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Contact

 

+44 (0)20 7594 6268g.scarciotti Website

 
 
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Location

 

1118Electrical EngineeringSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Mellone:2020:10.1016/j.ifacol.2019.12.014,
author = {Mellone, A and Scarciotti, G},
doi = {10.1016/j.ifacol.2019.12.014},
pages = {520--525},
publisher = {IFAC Secretariat},
title = {Error-feedback output regulation of linear stochastic systems: a hybrid nonlinear approach},
url = {http://dx.doi.org/10.1016/j.ifacol.2019.12.014},
year = {2020}
}
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RIS format (EndNote, RefMan)

TY  - CPAPER
AB  - The  problem  of  output  regulation  for  linear  stochastic  systems  is  addressed.  Wefirst define and solve the ideal problem of output regulation via error feedback. We note thatits solution is not implementable in practice because the Brownian motion is not available formeasure. Therefore, we define an approximate problem for which we provide a practical solution.The implemented controller is hybrid, in that a continuous-time, deterministic control law issupplemented by a discrete-time, stochastic correction. This correction is performed using ana-posterioriapproximation of the variations of the Brownian motion provided by a nonlinearestimator. The resulting hybrid closed-loop system is nonlinear, as the scalars approximatingthe increments of the Brownian motion depend nonlinearly on the states and the inputs. Theerror between the solution of the approximate problem and the solution of the ideal problem ischaracterised. We show that the ideal solution is retrieved as the sampling time tends to zero.We illustrate the results by means of a numerical example.
AU  - Mellone,A
AU  - Scarciotti,G
DO  - 10.1016/j.ifacol.2019.12.014
EP  - 525
PB  - IFAC Secretariat
PY  - 2020///
SN  - 2405-8963
SP  - 520
TI  - Error-feedback output regulation of linear stochastic systems: a hybrid nonlinear approach
UR  - http://dx.doi.org/10.1016/j.ifacol.2019.12.014
UR  - http://hdl.handle.net/10044/1/72041
ER  -
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