An integrated optimal control algorithm for discrete-time nonlinear stochastic system

QR Code

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...

Full description

Bibliographic Details
Main Authors:	Kek, S., Teo, Kok Lay, Ismail, A.
Format:	Journal Article
Published:	Taylor & Francis 2010
Subjects:	model-reality differences optimal control iterative algorithm discrete-time nonlinear stochastic system Kalman filtering
Online Access:	http://hdl.handle.net/20.500.11937/27941

Similar Items

Global algorithms for nonlinear discrete optimization and discrete-valued optimal control problems
by: Woon, Siew Fang
Published: (2009)

On limit periodicity of discrete time stochastic processes
by: Rodkina, A., et al.
Published: (2014)

A critical review of discrete filled function methods in solving nonlinear discrete optimization problems
by: Woon, Siew Fang, et al.
Published: (2010)

A novel approach to fault detection for fuzzy stochastic systems with nonhomogeneous processes
by: Yin, Y., et al.
Published: (2015)

Optimal Control of Nonlinear Switched Systems: Computational Methods and Applications
by: Lin, Qun, et al.
Published: (2013)

A New Computational Method for Optimizing Nonlinear Impulsive Systems
by: Lin, Qun, et al.
Published: (2011)

Parameter estimation for nonlinear time-delay systems with noisy output measurements
by: Lin, Qun, et al.
Published: (2015)

Optimal discrete-valued control computation
by: Yu, Changjun, et al.
Published: (2013)

Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise
by: Dokuchaev, Nikolai, et al.
Published: (2013)

Minimizing control variation in nonlinear optimal control
by: Loxton, Ryan, et al.
Published: (2013)

A computational method for solving time-delay optimal control problems with free terminal time
by: Liu, C., et al.
Published: (2014)

Filtering for discrete-time nonhomogeneous Markov jump systems with uncertainties
by: Yin, Y., et al.
Published: (2014)

Switching time and parameter optimization in nonlinear switched systems with multiple time-delays
by: Liu, C., et al.
Published: (2014)

Guaranteed-cost controls of minimal variation: A numerical algorithm based on control parameterization
by: Loxton, Ryan, et al.
Published: (2014)

On asymptotic optimality of Merton's myopic portfolio strategies under time discretization
by: Rodkina, A., et al.
Published: (2015)

Minimizing control variation in discrete-time optimal control problems
by: Zhang, Y., et al.
Published: (2016)

Optimal Control Computation for Discrete Time Time-Delayed Optimal Control Problem with All-Time-Step Inequality Constraints
by: Li, Bin, et al.
Published: (2010)

A New Computational Method for a Class of Free Terminal Time Optimal Control Problems
by: Qun, Lin, et al.
Published: (2011)

Optimal parameter selection for nonlinear multistage systems with time-delays
by: Liu, C., et al.
Published: (2014)

Optimal solution of investment problems via linear parabolic equations generated by Kalman filter
by: Dokuchaev, Nikolai
Published: (2005)

Gain scheduled H-infinity control for nonlinear stochastic systems with mixed uncertainties
by: Liu, Y., et al.
Published: (2013)

Towards global solutions of optimal discrete-valued control problems
by: Woon, S., et al.
Published: (2012)

Singular value decomposition-based robust cubature Kalman filtering for an integrated GPS/SINS navigation system
by: Zhang, Qiuzhao, et al.
Published: (2015)

Optimal Feedback Control for Stochastic Impulsive Linear Systems Subject to Poisson Processes
by: Feng, Zhiguo, et al.
Published: (2010)

Optimality of myopic strategies for multi-stock discrete time market with management costs
by: Dokuchaev, Nikolai
Published: (2010)

State-delay estimation for nonlinear systems using inexact output data
by: Lin, Qun, et al.
Published: (2014)

The control parameterization method for nonlinear optimal control: A survey
by: Lin, Qun, et al.
Published: (2014)

Forecasting for discrete time processes based on causal band-limited approximation
by: Dokuchaev, Nikolai
Published: (2013)

Constrained MPC design of nonlinear Markov jump system with nonhomogeneous process
by: Liu, Y., et al.
Published: (2015)

Nlfxlms and thf-nlfxlms algorithms for wiener-hammerstein nonlinear active noise control
by: Srazhidinov, Radik
Published: (2016)

Time-delay estimation for nonlinear systems with piecewise-constant input
by: Chai, Q., et al.
Published: (2013)

Discrete time market with serial correlations and optimal myopic strategies.
by: Dokuchaev, Nikolai
Published: (2007)

An optimal machine maintenance problem with probabilistic state constraints
by: Sun, Y., et al.
Published: (2014)

Global Optimization Method for Continuous-Time Sensor Scheduling
by: Woon, Siew Fang, et al.
Published: (2010)

Nonlinear Bayesian Filtering Using the Unscented Linear Fractional Transformation Model
by: Pasha, S., et al.
Published: (2010)

Stability Analysis of a Class of Nonlinear Discrete Systems with Impulsive Effects
by: Chen, Y., et al.
Published: (2010)

Discrete Breathers in One- and Two-Dimensional Mechanical Lattices
by: Almarashi, Reem
Published: (2025)

Full predictive cascaded speed and current control of an induction machine
by: Garcia, Cristian, et al.
Published: (2016)

New Quarter-Sweep-Based Accelerated Over-Relaxation Iterative Algorithms and their Parallel Implementations in Solving the 2D Poisson Equation
by: Rakhimov, Shukhrat
Published: (2010)

Iterative methods for solving nonlinear equations with multiple zeros
by: Jamaludin, Nur Alif Akid
Published: (2018)

Cannot write session to /tmp/vufind_sessions/sess_5s63b03io4c8s5gbu7t5d7anlp