Research Initiation Award: Optimal Stationary Risk Sensitive Log Control

风险敏感线性二次高斯（LQG） 控制是经典LQG的一种改进 控制技术，包括噪音- 引起系统状态的大偏差 设计规范中。 本研究的目的是获得明确的 风险敏感LQG控制结果 定义在无限时间间隔上的系统 并建立起 结果设计和现有设计， 线性系统 研究的主要主题包括 大偏差性质分析 风险敏感LQG成本函数，设计 最优平稳风险敏感LQG 完全和部分控制器 观测系统的分析评价 风险敏感LQG之间的关系 控制和H ∞控制， 平稳风险敏感LQG的应用 重要物理控制问题的控制 例如望远镜指向、机器人臂指向 飞机降落。 这项研究有望产生一种新的 线性平稳的设计方法 具有改进噪声的随机系统 拒绝能力相比， 标准LQG设计。 额外的潜力 利益是一个新的观点， 重要H ∞设计方法可以是 评估。

Risk Sensitive Linear-Quadratic-Gaussian (LQG) control is a modification of the classical LQG control technique that incorporates noise- induced large deviations of the system state into the design specifications. The goal of the research is to obtain definite results for Risk Sensitive LQG control for systems defined on an infinite time interval and to establish the relationship between the resulting design and existing designs for linear systems. The main themes of the research include an analysis of the large deviations properties of the Risk Sensitive LQG cost functional, design of optimal stationary Risk Sensitive LQG controllers for completely and partially observed systems, analytical evaluation of the relationship between Risk Sensitive LQG control and H-infinity control and the application of stationary Risk Sensitive LQG control to important physical control problems such as telescope pointing, robot arm pointing and airplane landing. The research is expected to result in a new design methodology for linear stationary stochastic systems that has improved noise rejection capabilities as compared to the standard LQG design. An additional potential benefit is a new viewpoint from which the important H-infinity design methodology can be evaluated.