Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
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Publication:3542904
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Cites work
- scientific article; zbMATH DE number 1577097 (Why is no real title available?)
- A globally convergent and efficient method for unconstrained discrete-time optimal control
- A new recursive filter for systems with multiplicative noise
- Controller design of systems with multiplicative noise
- Discrete time LQG controls with control dependent noise
- Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
- Estimation and control of systems with unknown covariance and multiplicative noise
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- State feedback control of linear systems in the presence of devices with finite signal-to-noise ratio
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
Cited in
(17)- Filtering method for linear and non-linear stochastic optimal control of partially observable systems
- An Iterative Method for Nonlinear Stochastic Optimal Control Based on Path Integrals
- Efficient computation of optimal open-loop controls for stochastic systems
- A planar neuro-musculoskeletal arm model in post-stroke patients
- Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- Robust \(H_\infty\) repetitive control for a class of linear stochastic switched systems with time delay
- scientific article; zbMATH DE number 7307478 (Why is no real title available?)
- Choquet Regularization for Continuous-Time Reinforcement Learning
- Optimal control of human-like musculoskeletal arm: prediction of trajectory and muscle forces
- Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator
- Moving least-squares approximations for linearly-solvable stochastic optimal control problems
- Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation
- State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors
- Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II
- Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems
- Successive Linearization NMPC for a Class of Stochastic Nonlinear Systems
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