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Cost Cumulant Control: State-Feedback, Finite-Horizon Paradigm with Application to Seismic Protection

Author

Listed:
  • K.D. Pham

    (University of Notre Dame)

  • M.K. Sain

    (University of Notre Dame)

  • S.R. Liberty

    (Bradley University)

Abstract

The paper is concerned with the study of the optimal control which minimizes a finite linear combination of the first k cost cumulants of a finite-horizon integral quadratic form associated with a linear stochastic system, when the controller measures the states. The solution is investigated by adapting dynamic programming techniques to the nontraditional forms evidenced by cumulant representations. The performance of this k-cost cumulant (kCC) controller is compared to that of the best control paradigms published for the American Society of Civil Engineers first-generation structure benchmark for seismically excited buildings; the simulation results indicate that the newly developed control paradigm makes better use of the available control limits and achieves uniform improvement in the officially defined performance statistics for floor vibrations and accelerations.

Suggested Citation

  • K.D. Pham & M.K. Sain & S.R. Liberty, 2002. "Cost Cumulant Control: State-Feedback, Finite-Horizon Paradigm with Application to Seismic Protection," Journal of Optimization Theory and Applications, Springer, vol. 115(3), pages 685-710, December.
    • Handle: RePEc:spr:joptap:v:115:y:2002:i:3:d:10.1023_a:1021263416188
    DOI: 10.1023/A:1021263416188
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    Citations

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    Cited by:

    1. K. D. Pham, 2010. "New Risk-Averse Control Paradigm for Stochastic Two-Time-Scale Systems and Performance Robustness," Journal of Optimization Theory and Applications, Springer, vol. 146(2), pages 511-537, August.
    2. K. D. Pham, 2011. "Performance-Reliability-Aided Decision-Making in Multiperson Quadratic Decision Games Against Jamming and Estimation Confrontations," Journal of Optimization Theory and Applications, Springer, vol. 149(3), pages 599-629, June.
    3. M. J. Zyskowski & M. K. Sain & R. W. Diersing, 2011. "State-Feedback, Finite-Horizon, Cost Density-Shaping Control for the Linear Quadratic Gaussian Framework," Journal of Optimization Theory and Applications, Springer, vol. 150(2), pages 251-274, August.

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