Journal of Qingdao University(Engineering & Technology Edition), Volume. 40, Issue 2, 1(2025)
Optimal Control for Discrete-time Singular Systems with Multiplicative Noise and Multiple Time Delays
Due to the presence of the singular matrix in discrete-time singular systems, state variables cannot be directly updated, which makes the traditional optimal control method difficult to apply directly. This paper investigates the finite-horizon linear quadratic optimal control problem for discrete-time singular systems with stochastic multiplicative noise and multiple input delays. To address this issue, the paper constructs an augmented matrix to transform the discrete singular stochastic system with multiple time delays into a standard discrete stochastic system while ensuring its regularity and causality. Then, based on the maximum principle, the optimal control conditions are derived, and the optimal control law and minimum cost function are obtained using coupled Riccati difference equations. Finally, simulation results demonstrate that under the influence of random disturbances and input delays, the proposed method effectively stabilizes the system state, verifying its effectiveness.
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KONG Xiangtong, QIU Yongxin, LIU Zhenbing, XIE Jing. Optimal Control for Discrete-time Singular Systems with Multiplicative Noise and Multiple Time Delays[J]. Journal of Qingdao University(Engineering & Technology Edition), 2025, 40(2): 1
Received: Mar. 3, 2025
Accepted: Aug. 22, 2025
Published Online: Aug. 22, 2025
The Author Email: XIE Jing (tiantian1210x@163.com)