Nonlinear Uncertainty Control with Iterative Covariance Steering
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Publication:6316210
arXiv1903.10919MaRDI QIDQ6316210FDOQ6316210
Authors: Jack Ridderhof, Kazuhide Okamoto, Panagiotis Tsiotras 
Publication date: 26 March 2019
Abstract: This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An algorithm is developed to solve this problem by iteratively solving an approximate linearized problem as a convex program. This method, which we call iterative covariance steering (iCS), is numerically demonstrated by controlling a double integrator with quadratic drag force subject to additive Brownian noise while satisfying probabilistic path constraints.
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