On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

Abstract

This paper presents an ongoing research on the infinite horizon Linear Quadratic Gaussian (LQG for short) control problem for stochastic port-Hamiltonian systems on infinite-dimensional spaces with bounded input, output and noise operators. An adapted version of the separation principle is stated for this specific class of systems. Under suitable conditions, the LQG controller is shown to preserve the stochastic port-Hamiltonian structure. Finally, we propose some perspectives and open tracks to follow. The theory is illustrated on an example of vibrating string subject to a Hilbert space valued random forcing.
Original languageEnglish
Title of host publicationOn LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces
Place of PublicationIn proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems
Pages197-203
Number of pages7
Publication statusPublished - 2018
Event23rd Symposium on Mathematical Theory of Networks and Systems - Hong Kong
Duration: 16 Jul 201820 Jul 2018
http://mtns2018.ust.hk/

Conference

Conference23rd Symposium on Mathematical Theory of Networks and Systems
Abbreviated title23rd MTNS
Period16/07/1820/07/18
Internet address

Fingerprint

LQG Control
Infinite-dimensional Spaces
Hamiltonian Systems
Separation Principle
Hamiltonian Structure
Infinite Horizon
Forcing
Control Problem
Strings
Hilbert space
Controller
Output
Operator

Keywords

  • Infinite-dimensional system
  • port-Hamiltonian system
  • Stochastic partial differential equation
  • LQG method

Cite this

Lamoline, F., & Winkin, J. (2018). On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces (pp. 197-203). In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems.
Lamoline, François ; Winkin, Joseph. / On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems, 2018. pp. 197-203
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abstract = "This paper presents an ongoing research on the infinite horizon Linear Quadratic Gaussian (LQG for short) control problem for stochastic port-Hamiltonian systems on infinite-dimensional spaces with bounded input, output and noise operators. An adapted version of the separation principle is stated for this specific class of systems. Under suitable conditions, the LQG controller is shown to preserve the stochastic port-Hamiltonian structure. Finally, we propose some perspectives and open tracks to follow. The theory is illustrated on an example of vibrating string subject to a Hilbert space valued random forcing.",
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Lamoline, F & Winkin, J 2018, On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. in On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems, pp. 197-203, 23rd Symposium on Mathematical Theory of Networks and Systems, 16/07/18.

On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. / Lamoline, François; Winkin, Joseph.

On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems, 2018. p. 197-203.

Research output: Contribution in Book/Catalog/Report/Conference proceedingConference contribution

TY - GEN

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KW - port-Hamiltonian system

KW - Stochastic partial differential equation

KW - LQG method

M3 - Conference contribution

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BT - On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces

CY - In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems

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Lamoline F, Winkin J. On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems. 2018. p. 197-203