A fully probabilistic control framework for stochastic systems with input and state delay.

ABSTRACT: This paper proposes a unified probabilistic control framework for a class of stochastic systems with both control input and state time delays. Both of the stochastic nature and time delays in the system dynamics are considered simultaneously, thus providing a comprehensive and rigorous control methodology. The problem is formulated in a fully probabilistic framework, where the system dynamics and its controller are fully characterised by arbitrary probabilistic models. In this framework, the Kullback-Leibler Divergence between the actual joint probability density function of the system dynamics and controller and a predefined ideal joint probability density function is used to characterise the discrepancy between the two distributions and derive the randomised controller. Time delays in th

SUBMITTER: Herzallah R 

PROVIDER: S-EPMC9098898 | biostudies-literature | 2022 May

REPOSITORIES: biostudies-literature