Fucai Qian

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As the performance index of the linear-quadratic-Gaussian (LQG) problem is governed by the noncentral generalized Chi-square distribution, solely controlling the expected value of the performance index, as the traditional LQG theory aims at, is insufficient to deliver a satisfactory solution in some situations. While the risk sensitive control does control(More)
The classical linear-quadratic Gaussian problem is reexamined in this paper with a purpose to better control the dispersion of its randomly valued performance index. A closed-loop optimal control law is derived for discrete time linear-quadratic Gaussian problems with a mean-variance objective, by developing a nested form of the variance and using nonlinear(More)
Performance-first control for discrete-time LQG is considered in this paper to minimize the probability that the performance index exceeds a preselected threshold via constructing a closed-loop feedback control law. This problem can be converted into a mean-variance control problem which can be solved by developing a nested form of the variance and using(More)
The PDF shape control of the state variable for a class of stochastic systems Lingzhi Wang, Fucai Qian & Jun Liu a School of Automation and Information Engineering, Xi’an University of Technology, Xi’an, People’s Republic of China b School of Automation, Xi’an University of Posts and Telecommunications, Xi’an, People’s Republic of China c State Key(More)
For discrete-time Linear Quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index, is considered. The utility function is viewed as an overall objective of system. The nonlinear utility function is first converted into an auxiliary parameters optimization problem about the(More)