Filtering method for linear and non-linear stochastic optimal control of partially observable systems

DOI10.2298/FIL1719979DMaRDI QIDQ5022791zbMATH OpenOpenAlexFDO

Authors Ali Poursherafatan, A. Delavarkhalafi

Publication date 19 January 2022

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1719979d

zbMATH Keywords

feedback controlKalman filterlinear filteringpartially observable systemsstochastic optimal control

Mathematics Subject Classification ID

Observability (93B07) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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Cited in

(12)

• Filtering and smoothing in indeterminate-stochastic systems with partially observable inputs
• Filtering of linear partially observe stochastic systems: The fuzzy logic approach
• On optimal stochastic jumps in multi server queue with impatient customers via stochastic control
• Use of particle filters in an active control algorithm for noisy nonlinear structural dynamical systems
• scientific article; zbMATH DE number 4035700 (Why is no real title available?)
• scientific article; zbMATH DE number 494425 (Why is no real title available?)
• scientific article; zbMATH DE number 514987 (Why is no real title available?)
• Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences
• The spectral linear filter method for a stochastic optimal control problem of partially observable systems
• On topology of polynomial type sequences with bounded integer coefficients
• Filtering method for linear and non-linear stochastic optimal control of partially observable systems. II
• Optimal filtered predictive control -- a delta operator approach

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