General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion
A problem concerning the control of a dynamic nonlinear stochastic system is considered. A method of synthesis of a quasi-optimal algorithm is presented. The performance index has the form of a quadratic form dependent on the state error and the control. The system disturbance is generated by Gaussian white noise. The measurement error takes also the form of Gaussian white noise. The initial state is random with given mean and covariance matrix. The components of the admissible control belong to some given closed intervals. The control which minimizes the conditional mean of the performance index, given the observation of the system output, is given. The control law where the unknown states are estimated using the Kalman filter procedure based on the linearlized equations is derived. The English translation of the original version of the paper is not the best one.
- The problem of local synthesis of quasioptimal control in a stochastic nonlinear dynamic system
- Optimization of control in a nonlinear stochastic system by a local criterion
- On the general control task over nonlinear systems using the quadratic criterion
- An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems
- Control of non-linear stochastic sampled-data systems with non-quadratic criteria by equivalent LQ modelling
- Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
- Nonlocal synthesis of systems for stabilization of discrete stochastic controllable objects
- Quasilinear analysis of stochastic control systems with multiplicative nonlinearities
- Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system
- Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system
- Optimization of control in a nonlinear stochastic system by a local criterion
- An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems
- The problem of local synthesis of quasioptimal control in a stochastic nonlinear dynamic system
- Alternating analytical optimization of control in continuous stochastic nonlinear systems
- Control of non-linear stochastic sampled-data systems with non-quadratic criteria by equivalent LQ modelling
- Global-local mean square error criterion for equivalent linearization of nonlinear systems under random excitation
This page was built for publication: General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1386955)
