Particle predictive control
From MaRDI portal
Publication:629104
DOI10.1016/j.jspi.2010.11.025zbMath1207.62235MaRDI QIDQ629104
Publication date: 8 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2263/20051
stochastic control; Markov chain Monte Carlo; model predictive control; moving horizon control; particle filter; SAME algorithm
62P30: Applications of statistics in engineering and industry; control charts
93E20: Optimal stochastic control
62M99: Inference from stochastic processes
65C40: Numerical analysis or methods applied to Markov chains