DocumentCode
2276998
Title
On stochastic nonlinear regulator problem
Author
Zhang, Weihai ; Chen, Bor-Sen ; Zhang, Huanshui
Author_Institution
Coll. of Inf. & Electr. Eng., Shandong Univ. of Sci. & Technol., Qingdao
fYear
2006
fDate
14-16 June 2006
Abstract
This paper treats with the regulator theory of nonlinear stochastic systems. The contributions of this paper are as follows: firstly, by applying the stochastic LaSalle´s invariant principle, the constrained end-point regulator problem of affine stochastic systems is studied. Secondly, it is shown that the infinite horizon free end-point regulator can be viewed as the limit of finite horizon optimal regulator
Keywords
nonlinear control systems; optimal control; stochastic systems; finite horizon optimal regulator; infinite horizon free end-point regulator; nonlinear stochastic systems; regulator theory; stochastic LaSalle invariant principle; Constraint theory; Control theory; Infinite horizon; Kalman filters; Nonlinear equations; Nonlinear filters; Regulators; Riccati equations; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2006
Conference_Location
Minneapolis, MN
Print_ISBN
1-4244-0209-3
Electronic_ISBN
1-4244-0209-3
Type
conf
DOI
10.1109/ACC.2006.1656447
Filename
1656447
Link To Document