Title :
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: examples
Author :
Charalambous, Charalambos D.
Author_Institution :
Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada
Abstract :
The optimal control of partially observed stochastic systems with exponential-of-integral-sample cost is considered. The concept of sufficient statistic algebra is introduced to construct finite-dimensional controllers. This point of view leads naturally to the use of Lie algebraic methods in addressing the questions of classification, equivalence, minimum realization, and construction of optimal controllers
Keywords :
Lie algebras; control system synthesis; multidimensional systems; optimal control; stochastic systems; Lie algebraic methods; classification; equivalence; exponential-of-integral sample cost; finite-dimensional controllers; minimum realization; optimal control; partially observed stochastic systems; sufficient statistic algebra; Algebra; Cost function; Filtering; Filters; Filtration; Optimal control; Probability; Statistics; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.694674