Finite- dimensional optimal controllers for nonlinear plants

DOI10.1016/0167-6911(95)00025-5MaRDI QIDQ672314zbMATH OpenOpenAlexFDO

Authors John Moore, John S. Baras

Publication date 28 February 1997

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(95)00025-5

zbMATH Keywords

Nonlinear controlFinite-dimensional controllersInformation state filtersinverse risk-sensitive optimal controlOptimal controllersRisk-sensitive control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

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Cites work

• scientific article; zbMATH DE number 48691 (Why is no real title available?)
• scientific article; zbMATH DE number 829788 (Why is no real title available?)
• A Finite-Dimensional Risk-Sensitive Control Problem
• Disturbance attenuation and H/sub infinity /-control via measurement feedback in nonlinear systems
• Explicit filters for diffusions with certain nonlinear drifts^†
• Finite-dimensional solutions of a modified Zakai equation
• H/sup infinity / control for nonlinear systems with output feedback
• L/sub 2/-gain analysis of nonlinear systems and nonlinear state-feedback H/sub infinity / control
• On a state space approach to nonlinear \(H_ \infty\) control
• Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems
• Risk-sensitive linear/quadratic/gaussian control
• Robust H/sub ∞/ output feedback control for nonlinear systems
• \(H^ \infty\) - optimal control and related minimax design problems. A dynamic game approach

Cited in

(4)

• scientific article; zbMATH DE number 6612660 (Why is no real title available?)
• Implications of the degree of controllability of controlled plants in the sense of LQR optimal control
• Uniformly optimal control of linear time-invariant plants: Nonlinear time-varying controllers
• Finite-dimensional risk-sensitive filters and smoothers for discrete-time nonlinear systems

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