Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon

<div>Closed-loop output response with <svg height="12.5794pt" id="M225" style="vertical-align:-3.29107pt" version="1.1" viewbox="-0.0498162 -9.28833 51.3385 12.5794" width="51.3385pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M238 681C243 705 239 712 230 712C217 712 156 682 75 674L70 648H105C148 648 153 641 144 598L39 110C18 11 35 -12 55 -12C90 -12 166 36 221 103L205 125C174 93 130 65 118 65C112 65 108 68 114 96L238 681Z" id="g113-109"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="269" vert-adv-y="269"></glyph.data></g><g transform="matrix(.0091,0,0,-0.0091,3.172,3.132)"><path d="M397 380C406 395 404 411 396 425S369 451 350 451C302 451 239 372 192 294H189L199 338C214 407 207 451 180 451C152 451 83 405 30 345L48 318C87 354 117 372 125 372S135 362 127 324L55 -5L61 -12C87 -5 117 3 139 5C154 87 168 162 179 207C198 250 240 310 260 332C281 355 297 366 307 366C321 366 333 360 347 346C351 342 360 342 369 348C379 355 389 366 397 380Z" id="g50-115"></path><glyph.data ascent="3443" descent="-2856" horiz-adv-x="427" vert-adv-y="427"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,11.202,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,22.465,0)"><path d="M241 635C89 635 35 457 35 312C35 153 89 -12 240 -12C390 -12 443 166 443 312C443 466 390 635 241 635ZM238 602C329 602 354 454 354 312C354 172 330 22 240 22C152 22 124 173 124 313S148 602 238 602Z" id="g113-49"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,28.705,0)"><path d="M113 -12C146 -12 170 11 170 46C170 78 146 103 114 103S58 78 58 46C58 11 82 -12 113 -12Z" id="g113-47"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="228" vert-adv-y="228"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,31.669,0)"><path d="M447 623H65C61 580 56 530 47 475H76C100 541 106 550 172 550H388C308 376 196 170 91 -1L98 -12L172 -2C268 204 360 408 455 611L447 623Z" id="g113-56"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,37.911,0)"><path d="M153 550H386L412 615L406 623H120L82 318C104 327 142 338 184 338C294 338 347 275 347 187C347 112 305 39 221 39C160 39 119 71 97 89C88 97 80 96 71 90C59 80 50 67 49 57C48 45 52 36 66 23C80 9 123 -12 169 -12C221 -11 288 15 342 59C403 109 431 165 431 225C431 308 366 395 238 395C212 395 165 379 127 364L153 550Z" id="g113-54"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,46.331,0)"><path d="M319 325C317 349 306 409 297 431C277 440 250 449 209 449C117 449 57 389 57 319C57 243 122 209 182 182C232 159 261 135 261 91C261 48 227 21 190 21C130 21 85 79 68 145L41 140C41 104 51 36 58 22C75 7 121 -12 172 -12C252 -12 337 35 337 126C337 195 286 231 210 262C166 281 126 304 126 348C126 388 152 417 191 417C240 417 274 378 294 318L319 325Z" id="g121-113"></path><glyph.data ascent="989" descent="-360" horiz-adv-x="367" vert-adv-y="367"></glyph.data></g></svg> preview and reference signal <svg height="11.5564pt" id="M226" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 19.0855 11.5564" width="19.0855pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M393 379C402 394 400 411 393 422C384 437 365 448 348 448C301 448 237 372 186 285H182L193 335C210 408 205 448 178 448C150 448 80 402 29 344L45 321C80 355 114 373 122 373C128 373 130 365 124 330C106 228 76 98 50 -5L57 -12C82 -5 112 3 132 6L172 203C196 256 234 304 254 329C275 355 293 367 306 367C318 367 330 360 342 348C347 343 355 343 365 350S386 367 393 379Z" id="g113-115"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="422" vert-adv-y="422"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,5.488,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z" id="g113-41"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="346" vert-adv-y="346"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,9.986,0)"><path d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z" id="g113-117"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="341" vert-adv-y="341"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,14.419,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z" id="g113-42"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="346" vert-adv-y="346"></glyph.data></g></svg>.</div>

Mathematical Problems in Engineering

fig3

Figure 3

Figure 3: Optimal Preview Control for a Class of Linear Continuous Stochastic Control Systems in the Infinite Horizon 