Non-linear quadratic gaussian control†

DOI10.1080/00207178408933170zbMATH Open0534.93071OpenAlexW2057929177WikidataQ126244249 ScholiaQ126244249MaRDI QIDQ3318673FDOQ3318673

Authors: Joseph J. Beaman 

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933170

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zbMATH Keywords

partial informationnonlinear optimal controlnonlinear filteringstatistical linearizationlinear quadratic Gaussian control

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20)

Cites Work

• Stochastic processes and filtering theory
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• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
• Approximate analysis of non-linear stochastic systems
• The matrix minimum principle
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• On the state estimation for non-linear dynamic systems †
• A computational approach to optimal control of stochastic saturating systems
• Application of state space statistical linearization to optimal stochastic control of non-linear systems†
• Improved Statistical Linearization for Analysis and Control of Nonlinear Stochastic Systems: Part I: An Extended Statistical Linearization Technique
• On optimization of non-linear stochastic systems†

Cited In (16)

• An observer for systems with nonlinear output map.
• Control of the Duffing oscillator under non-Gaussian external excitation
• Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter
• Nonquadratic cost and nonlinear feedback control
• Optimal Linear Feedback Control for a Class of Nonlinear Nonquadratic Non-Gaussian Problems
• 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
• Gain optimization with non-linear controls
• The role of systems biology, neuroscience, and thermodynamics in network control and learning
• Disturbance rejection in control systems with saturating actuators
• Probability density statistical and equivalent linearization techniques
• Control of non-linear stochastic sampled-data systems with non-quadratic criteria by equivalent LQ modelling
• Optimal compensators for nonlinear analytic discrete time processes
• Efficient computation of optimal open-loop controls for stochastic systems
• Linearization techniques in stochastic dynamic systems
• Optimization of disturbance rejection in systems with saturating actuators

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