General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion
type: Item
instance of: scholarly article
title: General method of control synthesis in a stochastic nonlinear system on the basis of a local quadratic criterion
zbMATH Open document ID: 0905.93040
author: I. E. Kazakov
published in: Journal of Computer and Systems Sciences International
publication date: 1999-02-09T00:00:00Z
review text: A problem concerning the control of a dynamic nonlinear stochastic system is considered. A method of synthesis of a quasi-optimal algorithm is presented. The performance index has the form of a quadratic form dependent on the state error and the control. The system disturbance is generated by Gaussian white noise. The measurement error takes also the form of Gaussian white noise. The initial state is random with given mean and covariance matrix. The components of the admissible control belong to some given closed intervals. The control which minimizes the conditional mean of the performance index, given the observation of the system output, is given. The control law where the unknown states are estimated using the Kalman filter procedure based on the linearlized equations is derived. The English translation of the original version of the paper is not the best one.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 1157993
zbMATH Keywords: quadratic criterion
zbMATH Keywords: optimal stochastic control
zbMATH Keywords: nonlinear stochastic system
reviewed by: Ryszard Gessing
MaRDI profile type: Publication
Recommended article: The problem of local synthesis of quasioptimal control in a stochastic nonlinear dynamic system
Recommended article: Optimization of control in a nonlinear stochastic system by a local criterion
Recommended article: Q3377065
Recommended article: An algorithm for synthesis of the suboptimal control law for quasi-linear stochastic dynamical systems
Recommended article: Control of non-linear stochastic sampled-data systems with non-quadratic criteria by equivalent LQ modelling
Recommended article: Solution of the problem of synthesizing a stochastic optimal control using nonlinear probabilistic criteria
Recommended article: Nonlocal synthesis of systems for stabilization of discrete stochastic controllable objects
Recommended article: Quasilinear analysis of stochastic control systems with multiplicative nonlinearities
Recommended article: Conditionally optimal control designed according to a local criterion in a nonlinear stochastic system
Recommended article: Analytical construction of conditionally optimal control with respect to a local criterion in a nonlinear stochastic system
description: scientific article; zbMATH DE number 1157993