DocumentCode
321396
Title
Information states in optimal control of stochastic systems: a Lie algebraic theoretic approach
Author
Charalambous, Charalambos D. ; Elliott, Robert J.
Author_Institution
Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada
Volume
3
fYear
1997
fDate
10-12 Dec 1997
Firstpage
2801
Abstract
We introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Using a Lie algebraic formulation, the sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional controllers
Keywords
Lie algebras; linear systems; multidimensional systems; nonlinear control systems; observers; optimal control; stochastic systems; Lie algebraic theoretic approach; finite-dimensional controllers; information states; optimal control; stochastic systems; sufficient statistic algebra; Algebra; Control systems; Differential algebraic equations; Integral equations; Nonlinear control systems; Nonlinear equations; Optimal control; Statistics; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657836
Filename
657836
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