Optimal Linear Feedback Control for a Class of Nonlinear Nonquadratic Non-Gaussian Problems

DOI10.1115/1.2896459MaRDI QIDQ3989368zbMATH OpenOpenAlexFDO

Authors R. J. Chang

Publication date 28 June 1992

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.2896459

zbMATH Keywords

incomplete state informationnon-Gaussian densityoptimal feedback gain

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Feedback control (93B52) Optimal stochastic control (93E20)

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(12)

• Linear-quadratic stochastic control problem. III. Nonlinear optimal controllers
• Optimal nonlinear-nonquadratic feedback control for nonlinear discrete-time systems with \(l_2\) and \(l_{\infty}\) disturbances
• Feedback polynomial filtering and control of non-Gaussian linear time-varying systems
• Gaussian approximation when optimizing a control in a stochastic nonlinear system
• Control of the Duffing oscillator under non-Gaussian external excitation
• Non-linear quadratic gaussian control†
• Gain optimization with non-linear controls
• Nonquadratic cost and nonlinear feedback control
• Nonlinear feedback systems perturbed by noise: steady-state probability distributions and optimal control
• A moment specification algorithm for control of nonlinear systems driven by Gaussian white noise
• Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
• State-feedback, finite-horizon, cost density-shaping control for the linear quadratic Gaussian framework

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