• DocumentCode
    3625571
  • 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
  • fYear
    2007
  • fDate
    7/1/2007 12:00:00 AM
  • Firstpage
    1753
  • Lastpage
    1758
  • 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"
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 2007. ACC ´07
  • ISSN
    0743-1619
  • Print_ISBN
    1-4244-0988-8
  • Electronic_ISBN
    2378-5861
  • Type

    conf

  • DOI
    10.1109/ACC.2007.4282220
  • Filename
    4282220
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3625571