Title :
Iterative procedures in application of LQG approach to control problems for nonlinear stochastic systems
Author :
Piotr Kaczynski;Leslaw Socha
Author_Institution :
Department of Mathematics and Natural Sciences, Cardinal Stefan Wyszy?ski University, Dewajtis 5, 01-815 Warsaw, Poland
fDate :
7/1/2007 12:00:00 AM
Abstract :
The problem of the determination of quasi- optimal control for nonlinear stochastic dynamic systems using LQG technique and linearization methods is considered. In this paper we present some sufficient conditions of convergence for iterative procedures used in evaluation of quasi-optimal control. Scalar and vector systems are treated separately. Obtained results are illustrated by numerical examples.
Keywords :
"Iterative methods","Nonlinear control systems","Control systems","Stochastic systems","Optimal control","Covariance matrix","Sufficient conditions","Linearization techniques","Riccati equations","Matrices"
Conference_Titel :
American Control Conference, 2007. ACC ´07
Print_ISBN :
1-4244-0988-8
Electronic_ISBN :
2378-5861
DOI :
10.1109/ACC.2007.4282220
