抄録
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.
