Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise

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

zbMATH Keywords

optimal controlstate estimationstochastic processmotor controlmultiplicative noise

Mathematics Subject Classification ID

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

This page was built for publication: Improving the state estimation for optimal control of stochastic processes subject to multiplicative noise