JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2024, Vol. 59 ›› Issue (10): 53-63.doi: 10.6040/j.issn.1671-9352.0.2023.235

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Optimal local and remote control for multiplicative noise stochastic systems with packet loss and delay

SONG Yujiao1, QI Qingyuan2*   

  1. 1. College of Automation, Qingdao University, Qingdao 266071, Shandong, China;
    2. Qingdao Innovation and Development Center, Harbin Engineering University, Qingdao 266000, Shandong, China
  • Published:2024-10-10

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Abstract: The optimal local and remote control problem for a multiplicative noise stochastic system consisting of a remote controller and a local controller is investigated. It is assumed that the state information is prone to packet loss and delay when passing through the uplink channel, while the downlink channel is perfect. Firstly, the necessary and sufficient solvability conditions are developed by using the convex variational skill, which shows that the solvability of the optimal local and remote control problem is equivalent to the solvability of the forward and backward stochastic difference equations. Moreover, a novel hierarchical control algorithm is proposed, and the optimal feedback control strategy is obtained by using the complete square method. Finally, a numerical example is shown to illustrate the effectiveness of the obtained results.

Key words: optimal local and remote control, multiplicative noise stochastic system, packet loss and delay

CLC Number: 

  • O232
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