DocumentCode
2163634
Title
Lie algebraic methods in optimal control of stochastic systems with exponential-of-integral sample cost: examples
Author
Charalambous, Charalambos D.
Author_Institution
Dept. of Electr. Eng., McGill Univ., Montreal, Que., Canada
Volume
1
fYear
1998
fDate
21-26 Jun 1998
Firstpage
279
Abstract
The optimal control of partially observed stochastic systems with exponential-of-integral-sample cost is considered. The concept of sufficient statistic algebra is introduced to construct finite-dimensional controllers. This point of view leads naturally to the use of Lie algebraic methods in addressing the questions of classification, equivalence, minimum realization, and construction of optimal controllers
Keywords
Lie algebras; control system synthesis; multidimensional systems; optimal control; stochastic systems; Lie algebraic methods; classification; equivalence; exponential-of-integral sample cost; finite-dimensional controllers; minimum realization; optimal control; partially observed stochastic systems; sufficient statistic algebra; Algebra; Cost function; Filtering; Filters; Filtration; Optimal control; Probability; Statistics; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1998. Proceedings of the 1998
Conference_Location
Philadelphia, PA
ISSN
0743-1619
Print_ISBN
0-7803-4530-4
Type
conf
DOI
10.1109/ACC.1998.694674
Filename
694674
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