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- W2753642933 abstract "We consider the problem of shaping the distribution of the state of a discrete time linear system subject to a stationary disturbance so as to optimize a performance index while satisfying probabilistic constraints involving control input and state. The state is not available and a disturbance compensator is designed via a one-shot off-line computational approach to optimally operate the system in stationary conditions. The resulting control strategy is easy to implement, able to handle probabilistic constraints and guarantees optimality in the long run. Moreover, it does not require the on-line (re)computation of the control parameters. Interestingly, problems where the disturbance is cyclostationary and/or the control is periodic can be embedded in our formulation. This is the case of the numerical example presented in the paper, where the proposed methodology is applied to stochastic periodic control of a battery for peak shaving of the solar energy produced by a photovoltaic panel installation." @default.
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- W2753642933 date "2017-12-01" @default.
- W2753642933 modified "2023-09-26" @default.
- W2753642933 title "Optimally shaping the stationary distribution of a constrained discrete time stochastic linear system via disturbance compensation" @default.
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- W2753642933 doi "https://doi.org/10.1109/cdc.2017.8263731" @default.
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