DocumentCode
807634
Title
Trajectory optimization for closed-loop nonlinear stochastic systems
Author
Brown, Robert J., Jr. ; Rowland, James R.
Author_Institution
Bell Telephone Laboratories, Homdel, NJ, USA
Volume
17
Issue
1
fYear
1972
fDate
2/1/1972 12:00:00 AM
Firstpage
116
Lastpage
118
Abstract
An improved approximate solution to the nonlinear closed-loop stochastic control problem is presented. The method involves optimizing simultaneously a nominal trajectory, nominal control, and specific form of perturbation controller. It is demonstrated that improved performance is realized over the performance obtained by the widely used method of linearizing the nonlinear system about the deterministic optimal trajectory and employing a Riccati perturbation controller.
Keywords
Nonlinear systems, stochastic continuous-time; Optimal stochastic control; Stochastic optimal control; Control systems; Differential equations; Helium; Nonlinear control systems; Nonlinear systems; Optimal control; Riccati equations; State feedback; Stochastic systems; Vectors;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1972.1099876
Filename
1099876
Link To Document