Non-linear quadratic gaussian control†
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Publication:3318673
partial informationnonlinear optimal controlnonlinear filteringstatistical linearizationlinear quadratic Gaussian control
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)
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Cites work
- scientific article; zbMATH DE number 3457949 (Why is no real title available?)
- scientific article; zbMATH DE number 3435336 (Why is no real title available?)
- A computational approach to optimal control of stochastic saturating systems
- Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
- Application of state space statistical linearization to optimal stochastic control of non-linear systems†
- Approximate analysis of non-linear stochastic 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†
- On the state estimation for non-linear dynamic systems †
- Stochastic processes and filtering theory
- The matrix minimum principle
Cited in
(16)- Linearization techniques in stochastic dynamic systems
- Optimization of disturbance rejection in systems with saturating actuators
- Optimal Linear Feedback Control for a Class of Nonlinear Nonquadratic Non-Gaussian Problems
- Efficient computation of optimal open-loop controls for stochastic systems
- Probability density statistical and equivalent linearization techniques
- Control of non-linear stochastic sampled-data systems with non-quadratic criteria by equivalent LQ modelling
- Disturbance rejection in control systems with saturating actuators
- An observer for systems with nonlinear output map.
- A moment specification algorithm for control of nonlinear systems driven by Gaussian white noise
- Optimality for the linear quadratic non-Gaussian problem via the asymmetric Kalman filter
- Gain optimization with non-linear controls
- Optimal compensators for nonlinear analytic discrete time processes
- Optimal quadratic solution for the non-Gaussian finite-horizon regulator problem
- Control of the Duffing oscillator under non-Gaussian external excitation
- The role of systems biology, neuroscience, and thermodynamics in network control and learning
- Nonquadratic cost and nonlinear feedback control
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