Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise
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Publication:716143
DOI10.1016/J.AUTOMATICA.2011.01.026zbMath1216.93109OpenAlexW2127543179MaRDI QIDQ716143
P. Lefèvre, F. Crevecoeur, J.-L. Thonnard, Rodolphe J. Sepulchre
Publication date: 19 April 2011
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.01.026
Feedback control (93B52) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)
Related Items (6)
Infinite‐horizon optimal control for networked control systems with Markovian packet losses ⋮ Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems ⋮ Filtering Compensation for Delays and Prediction Errors during Sensorimotor Control ⋮ $H_\infty$ Control for Stochastic Systems with Disturbance Preview ⋮ Optimal control for discrete-time singular stochastic systems with input delay ⋮ Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise
Cites Work
- Stochastic analysis and control of real-time systems with random time delays
- Stochastic optimal control and analysis of stability of networked control systems with long delay.
- Introduction to stochastic control theory
- Controller design of systems with multiplicative noise
- Stochastic Optimal Control and Estimation Methods Adapted to the Noise Characteristics of the Sensorimotor System
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