Title :
Dual control of stochastic nonlinear systems
Author :
Tse, E. ; Meier, L. ; Bar-Shalom, Y.
Author_Institution :
Systems Control, Inc., Palo Alto, California
Abstract :
In stochastic control of nonlinear systems, estimation and control are dependent-the control, in addition to its effect on the state of the system, affects the estimation performance. A method for obtaining a dual control sequence is discussed that leads to a one-step optimization problem and a control strategy called the one-step dual control. An example problem is used to indicate the performance improvement when using the one-step dual control instead of the separation control policy.
Keywords :
Control systems; Costs; Equations; Noise measurement; Nonlinear control systems; Nonlinear systems; Optimization methods; Q measurement; Stochastic systems;
Conference_Titel :
Decision and Control, 1971 IEEE Conference on
Conference_Location :
Miami Beach, FL, USA
DOI :
10.1109/CDC.1971.271082
