Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system
From MaRDI portal
Publication:3542904
DOI10.1080/00207170701364913zbMath1194.93222OpenAlexW2066557929MaRDI QIDQ3542904
Publication date: 1 December 2008
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170701364913
Related Items
A planar neuro-musculoskeletal arm model in post-stroke patients ⋮ Nonlinear stochastic receding horizon control: stability, robustness and Monte Carlo methods for control approximation ⋮ Filtering method for linear and non-linear stochastic optimal control of partially observable systems II ⋮ Optimal control of human‐like musculoskeletal arm: Prediction of trajectory and muscle forces ⋮ Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator ⋮ Choquet Regularization for Continuous-Time Reinforcement Learning ⋮ Robust \(H_\infty\) repetitive control for a class of linear stochastic switched systems with time delay ⋮ Efficient computation of optimal open-loop controls for stochastic systems ⋮ State estimation for bilinear systems through minimizing the covariance matrix of the state estimation errors ⋮ Unnamed Item ⋮ Discrete LQR and ILQR methods based on high order Runge-Kutta discretizations ⋮ Filtering method for linear and non-linear stochastic optimal control of partially observable systems
Cites Work
- Unnamed Item
- State-feedback control of systems with multiplicative noise via linear matrix inequalities
- Feedback stabilizability for stochastic systems with state and control dependent noise
- Discrete time LQG controls with control dependent noise
- Discrete-time optimal control with control-dependent noise and generalized Riccati difference equations
- Linear estimation of continuous-discrete linear state space models with multiplicative noise
- A globally convergent and efficient method for unconstrained discrete-time optimal control
- Nearly optimal control laws for nonlinear systems with saturating actuators using a neural network HJB approach
- State feedback control of linear systems in the presence of devices with finite signal-to-noise ratio
- Estimation and control of systems with unknown covariance and multiplicative noise
- Controller design of systems with multiplicative noise
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
- A new recursive filter for systems with multiplicative noise
- \(H_{\infty}\) control and filtering of discrete-time stochastic systems with multiplicative noise
