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
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;
Conference_Titel :
American Control Conference, 2006
Conference_Location :
Minneapolis, MN
Print_ISBN :
1-4244-0209-3
Electronic_ISBN :
1-4244-0209-3
DOI :
10.1109/ACC.2006.1656447
