Research On Optimal Control Of The Nth Discrete-time Linear Systems With Prospective Strong Intervention

This paper is devoted to the research of the modified minimum variance performance index (MMVPI) on the two types of models of the nth order discrete-time linear stochastic control systems, finding the corresponding the optimal control rules by the process of seeking for the modified minimum variance performance index for the aim of the optimal control of the system, based on the concept of prospective strong intervention (PSI) and the given constrained control input. Because of the Prospective Strong Intervention, one can get the modified minimum variance performance index by adding sequence parameter{wk,k?0} to the original minimum variance performance index. The meaning of improvement is as follows:(1) Before PSI occurs, the states of the systems will be step by step regulated to counteract the negative effect of PSI, (2) When PSI occurs, the states and the final steady state will be steered to deviate from the origin. But the above effects can not be achieved by the original minimum variance performance index. Finally, it's clearly to get the meaning of improvement.