Title :
The optimal control for the output feedback stochastic system under the risk-sensitive cost
Author :
Dai, Liyan ; Pan, Zigang ; Shi, Songiim
Author_Institution :
Dept. of Autom., Shanghai Jiao Tong Univ., China
Abstract :
The optimal control problem for partially observable stochastic system is considered. The dynamics has the linear affine form and the explicit output feedback control law for this system under the risk-sensitive cost is derived by means of change of probability and ´complete of squares´. This enables one to convert the partially observable problems into equivalent complete observable control problems and use the usual ways to solve them.
Keywords :
feedback; linear systems; observability; optimal control; probability; stochastic systems; complete observable control; dynamics; linear affine form; linear-affine system; optimal control; output feedback; probability; risk-sensitive cost; stochastic system; Automation; Computer science; Cost function; Motion control; Motion measurement; Optimal control; Output feedback; Q measurement; Stochastic processes; Stochastic systems;
Conference_Titel :
Intelligent Control and Automation, 2002. Proceedings of the 4th World Congress on
Print_ISBN :
0-7803-7268-9
DOI :
10.1109/WCICA.2002.1022112
