An integrated optimal control algorithm for discrete-time nonlinear stochastic system
Consider a discrete-time nonlinear system with random disturbances appearing in the real plant and the output channel where the randomly perturbed output is measurable. An iterative procedure based on the linear quadratic Gaussian optimal control model is developed for solving the optimal control of...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Taylor & Francis
2010
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/27941 |