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

@article{Mellone:2022:10.1109/TAC.2021.3064829,
author = {Mellone, A and Scarciotti, G},
doi = {10.1109/TAC.2021.3064829},
journal = {IEEE Transactions on Automatic Control},
pages = {1728--1743},
title = {Output regulation of linear stochastic systems},
url = {http://dx.doi.org/10.1109/TAC.2021.3064829},
volume = {67},
year = {2022}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We  address  the  output  regulation  problem for  a  general  class  of  linear  stochastic  systems.  Specifically,  we  formulate  and  solve  the ideal full-information and output-feedback problems, obtaining perfect, but non-causal,  asymptotic  regulation.  A  characterisation  of  the problem solvability is deduced. We point out that the ideal problems cannot be solved in practice because they unrealistically  require  that  the  Brownian  motion  affecting  the system  is  available  for  feedback.  Drawing  from  the  ideal solution, we formulate and solve approximate versions of the  full-information and  output-feedback problems,  which do not yield perfect asymptotic tracking but can be solved in  a  realistic  scenario.  These  solutions  rely  on  two  key ideas:  first  we  introduce  a  discrete-time a-posteriori  estimator  of  the  variations  of  the  Brownian  motion  obtained causally by sampling the system state or output; second we introduce a hybrid state observer and a hybrid regulator scheme  which employ  the estimated  Brownian variations. The approximate solution tends to the ideal as the sampling period tends to zero. The proposed theory is validated by the regulation of a circuit subject to electromagnetic noise.
AU  - Mellone,A
AU  - Scarciotti,G
DO  - 10.1109/TAC.2021.3064829
EP  - 1743
PY  - 2022///
SN  - 0018-9286
SP  - 1728
TI  - Output regulation of linear stochastic systems
T2  - IEEE Transactions on Automatic Control
UR  - http://dx.doi.org/10.1109/TAC.2021.3064829
UR  - https://ieeexplore.ieee.org/abstract/document/9373985
UR  - http://hdl.handle.net/10044/1/88502
VL  - 67
ER  -
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