STOCHASTIC OPTIMAL-CONTROL UNDER RANDOMLY VARYING DISTRIBUTED DELAYS

An output feedback control law is presented, hereafter called the line ar quadratic coupled delay compensator (LQCDC), for application to pro cesses that are subjected to randomly varying distributed delays. An e xample is future generation aircraft, which are equipped with computer networks to serve as the communications link for the vehicle manageme nt system. The LQCDC is synthesized via dynamic programming in the sto chastic setting. A pair of discrete-time modified matrix Riccati equat ions and a pair of modified matrix Lyapunov equations are constructed by using lagrangian multipliers and the matrix minimum principle. The performance cost is formulated as the conditional expectation of a qua dratic functional adjoined with an equality constraint involving the d ynamics of the conditional covariance of the closed-loop system state. Results of simulation experiments are presented to demonstrate the ef ficacy of the LQCDC for control of longitudinal motion of an advanced aircraft.