On the Design of Kalman Filter and LQG Control for Linear Stochastic Fractional Systems

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Sadeghian, Hoda | 2014

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Type of Document: Ph.D. Dissertation
Language: Farsi
Document No: 46553 (08)
University: Sharif University of Technology
Department: Mechanical Engineering
Advisor(s): Alasty, Aria; Meghdari, Ali; Salarieh, Hassan
Abstract:
In this thesis, first the fundamental theory of stochastic fractional systems has been introduced and the basic of this theorem in control system consisting the controllability and stability has been introduced. It is shown that these basics are playing enormous role in define and understanding such system. Also, Linear Quadratic Regulators has been introduced and appropriate steps to define such controller in the systems. Simulation results shows the effectiveness of the proposed method. On the other hand, the problem of filtering and estimation has been presented with two different method. The first method is to use the idea of optimality and Kalman filter as optimal filter and the second method is taking advantageous of optimization mathematics. Both methods shows its effectiveness for both linear and nonlinear systems
Keywords:
Kalman Filters ; Linear Quadratic Gaussian (LQG)Controller ; Fractional Order System ; Linear System Method ; Stochastic Systems

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