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

François Lamoline; Joseph Winkin

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

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Résumé

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

langue originale	Anglais
titre	On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces
Lieu de publication	In proceedings of the 23rd Symposium on Mathematical Theory of Networks and Systems
Pages	197-203
Nombre de pages	7
Etat de la publication	Publié - 2018
Evénement	23rd Symposium on Mathematical Theory of Networks and Systems - Hong Kong Durée: 16 juil. 2018 → 20 juil. 2018 http://mtns2018.ust.hk/

Une conférence

Une conférence	23rd Symposium on Mathematical Theory of Networks and Systems
Titre abrégé	23rd MTNS
période	16/07/18 → 20/07/18
Adresse Internet	http://mtns2018.ust.hk/

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http://mtns2018.ust.hk/proceedings_online.html

Contient cette citation

@inproceedings{d6ab058519a1467c9affa830b2726bb0,

title = "On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces",

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. ",

keywords = "Infinite-dimensional system, port-Hamiltonian system, Stochastic partial differential equation, LQG method",

author = "Fran{\c c}ois Lamoline and Joseph Winkin",

year = "2018",

language = "English",

pages = "197--203",

booktitle = "On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces",

note = "23rd Symposium on Mathematical Theory of Networks and Systems ; Conference date: 16-07-2018 Through 20-07-2018",

url = "http://mtns2018.ust.hk/",

}

Lamoline, F & Winkin, J 2018, On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces. Dans 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, p. 197-203, 23rd Symposium on Mathematical Theory of Networks and Systems, 16/07/18. <http://mtns2018.ust.hk/proceedings_online.html>

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.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférence › Article dans les actes d'une conférence/un colloque

TY - GEN

T1 - On LQG control of stochastic port-Hamiltonian systems on infinite-dimensional spaces

AU - Lamoline, François

AU - Winkin, Joseph

PY - 2018

Y1 - 2018

N2 - 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.

AB - 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.

KW - Infinite-dimensional system

KW - port-Hamiltonian system

KW - Stochastic partial differential equation

KW - LQG method

M3 - Conference contribution

SP - 197

EP - 203

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

T2 - 23rd Symposium on Mathematical Theory of Networks and Systems

Y2 - 16 July 2018 through 20 July 2018

ER -

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

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