Optimal controller for stochastic polynomial systems with state-dependent polynomial input

DOI10.1007/s00034-011-9266-0zbMath1238.93123OpenAlexW2043180373MaRDI QIDQ411165

Miguel Hernandez-Gonzalez, Alexander G. Loukianov, Michael V. Basin

Publication date: 4 April 2012

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-011-9266-0

zbMATH Keywords

filteringoptimal controllerstochastic polynomial system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

Related Items (3)

Optimal control for non-polynomial systems ⋮ Discrete-time optimal control for stochastic nonlinear polynomial systems ⋮ Reduced‐order Observer for State‐dependent Coefficient Factorized Nonlinear Systems

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Weighted \(\mathcal H _{\infty}\) filtering of switched systems with time-varying delay: average dwell time approach
• Quadratic regulatory theory for analytic non-linear systems with additive controls
• New trends in optimal filtering and control for polynomial and time-delay systems
• \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
• Robust disturbance attenuation with stabilization for uncertain networked control systems
• Robust \(H_\infty\) filtering for 2D stochastic system
• On the nonlinear regulator problem
• On \(H_\infty\) filtering for a class of uncertain nonlinear neutral systems
• Discrete-time nonlinear observer design with general criteria
• Robust \({\mathcal L}_{2}\)-\({\mathcal L}_{\infty }\) filtering for uncertain nonlinearly parameterized stochastic systems with time-varying delays
• A new parameter-dependent approach to robust energy-to-peak filter design
• Robust \(H_\infty\) filtering for uncertain discrete stochastic systems with time delays
• A new approach to robust \(\mathcal H_{\infty }\) filtering for uncertain systems with both discrete and distributed delays
• On the optimal stabilization of nonlinear systems
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Optimal Regulation of Nonlinear Dynamical Systems on a Finite Interval
• Filtering on sampled-data systems with parametric uncertainty
• Optimal Control for Linear Systems With Multiple Time Delays in Control Input
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Optimal filtering for incompletely measured polynomial states over linear observations
• Optimal filtering for polynomial system states with polynomial multiplicative noise
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
• Optimal Regulation of Nonlinear Dynamical Systems

This page was built for publication: Optimal controller for stochastic polynomial systems with state-dependent polynomial input