Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 38th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2006, Suwa, Nagano)
Risk-sensitive Preview Tracking Control of Stochastic Systems
Yuichi Sawada
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2007 Volume 2007 Pages 154-159

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Abstract
This paper presents a problem of preview tracking control for discrete-time stochastic linear systems via risk-sensitive stochastic optimal control theory. The risk-sensitive preview tracking controller is designed for an augmented system consisting of a tracking error system and a command generator which makes preview information of the reference signal. In the simulation studies, it has been shown that the derived controller has successfully achieved reducing the tracking error and increasing the robustness against strong random disturbance.
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© 2007 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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