Non-linear quadratic gaussian control†

DOI10.1080/00207178408933170zbMath0534.93071OpenAlexW2057929177WikidataQ126244249 ScholiaQ126244249MaRDI QIDQ3318673

Joseph J. Beaman

Publication date: 1984

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178408933170

zbMATH Keywords

nonlinear filteringnonlinear optimal controlpartial informationstatistical linearizationlinear quadratic Gaussian control

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inference from stochastic processes and prediction (62M20) Linear regression; mixed models (62J05) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (9)

Probability density statistical and equivalent linearization techniques ⋮ Optimal compensators for nonlinear analytic discrete time processes ⋮ Linearization Techniques in Stochastic Dynamic Systems ⋮ An observer for systems with nonlinear output map. ⋮ Efficient computation of optimal open-loop controls for stochastic systems ⋮ Disturbance rejection in control systems with saturating actuators ⋮ Optimization of disturbance rejection in systems with saturating actuators ⋮ The role of systems biology, neuroscience, and thermodynamics in network control and learning ⋮ Control of the Duffing oscillator under non-Gaussian external excitation

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• Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†
• Application of state space statistical linearization to optimal stochastic control of non-linear systems†
• On optimization of non-linear stochastic systems†
• On the state estimation for non-linear dynamic systems †

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