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首页> 外文期刊>International Journal of Innovative Computing Information and Control >CAPACITY OF CONTROL FOR STOCHASTIC DYNAMICAL SYSTEMS PERTURBED BY MIXED FRACTIONAL BROWNIAN MOTION WITH DELAY IN CONTROL
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CAPACITY OF CONTROL FOR STOCHASTIC DYNAMICAL SYSTEMS PERTURBED BY MIXED FRACTIONAL BROWNIAN MOTION WITH DELAY IN CONTROL

机译：混合分数褐色运动与控制延迟扰动的随机动力系统的控制能力

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摘要

In this paper, we discuss the relationships between capacity of control in entropy theory and intrinsic properties in control theory for a class of finite dimensional stochastic dynamical systems described by the linear stochastic differential equations driven by mixed fractional Brownian motion with delay in control. Stochastic dynamical systems can be described as an information channel between the space of control signals and the state space. We study this control to state information capacity of this channel in continuous time. We turned out that, the capacity of control depends on a time o f final state in dynamical systems. By using the analysis and representation of fractional Gaussian process, the mathematical derivation of a closed form continuous optimal control law is derived. The reached optimal control law maximizes the mutual information between control signals and future state over a finite time horizon. The results obtained here are motivated by control to state information capacity for linear systems in both types, deterministic and stochastic models that are widely used to understand information flows in wireless network information theory. We discover some new relationships between control theory and entropy theoretic properties of stochastic dynamical systems with delay in control. Finally, we present two examples that serve to illustrate the relationships between capacity of control and intrinsic properties in control theory.
机译：在本文中，我们讨论了一种熵理论控制中控制能力与控制理论中的内在特性的关系，用于一类具有延迟控制的线性随机差分方程的线性随机微分方程所描述的一类有限尺寸随机动力学系统。随机动力系统可以被描述为控制信号的空间和状态空间之间的信息信道。我们在连续时间内研究这一控制权到该频道的信息能力。我们原始地说，控制能力取决于动态系统中的时间O F最终状态。通过使用分数高斯进程的分析和表示，推导出闭合形式的数学推导来实现连续的最佳控制法。达到的最佳控制法在有限时间范围内最大化控制信号与未来状态之间的相互信息。这里获得的结果是通过控制在广泛用于了解无线网络信息理论中的信息流的类型，确定性和随机模型中的线性系统的状态信息的状态信息。我们在控制延迟控制理论与熵理论性质与控制中的熵理论性能之间的一些新关系。最后，我们提出了两个用于说明控制理论中控制能力与内在特性之间的关系的示例。

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