Optimal controller for uncertain stochastic polynomial systems

This paper presents the optimal quadratic-Gaussian controller for uncertain stochastic polynomial systems with linear control input and a quadratic criterion over linear observations. The optimal closed-form controller equations are obtained using the separation principle, whose applicability to the...

Full description

Saved in:
Bibliographic Details
Published in:Journal of the Franklin Institute 2009-04, Vol.346 (3), p.206-222
Main Authors: Basin, Michael, Calderon-Alvarez, Dario
Format: Article
Language:English
Subjects:
Applied sciences
Computer science
control theory
systems
Control theory. Systems
Exact sciences and technology
Kalman filtering
Optimal control
Uncertain stochastic polynomial system
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:This paper presents the optimal quadratic-Gaussian controller for uncertain stochastic polynomial systems with linear control input and a quadratic criterion over linear observations. The optimal closed-form controller equations are obtained using the separation principle, whose applicability to the considered problem is substantiated. As intermediate results, the paper gives closed-form solutions of the optimal regulator and controller problems for stochastic polynomial systems with linear control input and a quadratic criterion. Performance of the obtained optimal controller is verified in the illustrative example against the conventional quadratic-Gaussian controller that is optimal for stochastic polynomial systems with known parameters. Simulation graphs demonstrating overall performance and computational accuracy of the designed optimal controller are included.
ISSN:0016-0032
1879-2693
DOI:10.1016/j.jfranklin.2008.08.004