Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise

DOI10.1016/j.automatica.2011.01.026zbMath1216.93109MaRDI QIDQ716143

P. Lefèvre, F. Crevecoeur, J.-L. Thonnard, Rodolphe J. Sepulchre

Publication date: 19 April 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.01.026

zbMATH Keywords

optimal control; state estimation; stochastic process; motor control; multiplicative noise

Mathematics Subject Classification ID

93B52: Feedback control

93E10: Estimation and detection in stochastic control theory

93E20: Optimal stochastic control

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Cites Work

• Stochastic analysis and control of real-time systems with random time delays
• Stochastic optimal control and analysis of stability of networked control systems with long delay.
• Introduction to stochastic control theory
• Controller design of systems with multiplicative noise
• Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System