DocumentCode
1429872
Title
Near-optimal control of discrete-time nonlinear stochastic systems
Author
Rao, B. V Raja ; Mahalanabis, A.K.
Author_Institution
Pilkington Bros. Ltd., Control Systems Department, Research & Development Group, St. Helens, UK
Volume
118
Issue
5
fYear
1971
fDate
5/1/1971 12:00:00 AM
Firstpage
709
Lastpage
713
Abstract
The problem of finding a nonrandomised control law that minimises an instantaneous index for a nonlinear discrete-time stochastic system is considered. Both the state and observation equations are taken to be nonlinear, and the optimisation index is chosen to be the variance of the control error. Some of the recent results in nonlinear estimation theory are utilised for deriving approximations to the optimal-control law. The results are illustrated with the help of numerical examples.
Keywords
discrete time systems; estimation theory; nonlinear systems; optimal control; stochastic systems; control error variance; discrete time systems; instantaneous index minimisation; near optimal control; nonlinear estimation theory; nonlinear systems; nonrandomised control law; optimal control law approximation; optimisation index; sampled data systems; state observation equations; stochastic systems; time varying parameters;
fLanguage
English
Journal_Title
Electrical Engineers, Proceedings of the Institution of
Publisher
iet
ISSN
0020-3270
Type
jour
DOI
10.1049/piee.1971.0130
Filename
5251028
Link To Document