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 language | English |
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Title of host publication | On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces |
Place of Publication | In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems |
Pages | 197-203 |
Number of pages | 7 |
Publication status | Published - 2018 |
Event | 23rd Symposium on Mathematical Theory of Networks and Systems - Hong Kong Duration: 16 Jul 2018 → 20 Jul 2018 http://mtns2018.ust.hk/ |
Conference
Conference | 23rd Symposium on Mathematical Theory of Networks and Systems |
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Abbreviated title | 23rd MTNS |
Period | 16/07/18 → 20/07/18 |
Internet address |
Keywords
- Infinite-dimensional system
- port-Hamiltonian system
- Stochastic partial differential equation
- LQG method