Estimation of time varying parameters in an optimal control problem

DOI10.1501/COMMUA1_0000000738MaRDI QIDQ2832208zbMATH OpenOpenAlexFDO

Authors Levent Özbek, Esin Köksal Babacan

Publication date 10 November 2016

Published in Communications de la Faculté des Sciences de l'Université d'Ankara. Séries A1. Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1501/commua1_0000000738

zbMATH Keywords

extended Kalman filternonlinear state space modelsoptimal linear regulator

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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(8)

• Optimal estimation policies of stochastic linear systems with time- varying parameters
• Optimal procedures in a scheme of parametric estimation of controlled dynamical systems. II
• A general time-varying estimation and control problem
• Estimating time-varying parameters in linear regression models using a two-part decomposition of the optimal control formulation
• A control parameterization approach with variable time nodes for optimal control problems
• scientific article; zbMATH DE number 5361941 (Why is no real title available?)
• An approach to periodic, time-varying parameter estimation using nonlinear filtering
• scientific article; zbMATH DE number 846028 (Why is no real title available?)

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