DocumentCode :
3284194
Title :
Nonlinear second cost cumulant control using Hamilton-Jacobi-Bellman equation and neural network approximation
Author :
Bei Kang ; Chang-Hee Won
Author_Institution :
Electr. & Comput. Eng. Dept., Temple Univ., Philadelphia, PA, USA
fYear :
2010
fDate :
June 30 2010-July 2 2010
Firstpage :
770
Lastpage :
775
Abstract :
Cost cumulant control is an optimal control method applied to the stochastic systems. Unlike the deterministic systems, the cost function in a stochastic system is a random variable. We use statistical control to optimize the distribution of the cost function via cost cumulants. We analyze the first and second cost cumulant optimization problems for nonlinear stochastic systems. The Hamilton-Jacobi-Bellman (HJB) equations are derived with respect to each cumulant minimization case. Then a neural network approximation method is used to numerically solve the HJB equations, which in turn is used to find the optimal controller. Two examples including a nonlinear system and a linearized satellite attitude control system are presented. The first and second cumulant optimal controllers are found. Then the performance of the optimal controllers for the first and the second cumulants are compared through the examples.
Keywords :
approximation theory; neurocontrollers; nonlinear control systems; optimal control; optimisation; partial differential equations; statistical analysis; stochastic systems; Hamilton-Jacobi-Bellman equation; cost cumulant optimization problem; linearized satellite attitude control system; neural network approximation; nonlinear second cost cumulant control; nonlinear stochastic system; optimal control; statistical control; Approximation methods; Control systems; Cost function; Neural networks; Nonlinear equations; Nonlinear systems; Optimal control; Random variables; Satellites; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
American Control Conference (ACC), 2010
Conference_Location :
Baltimore, MD
ISSN :
0743-1619
Print_ISBN :
978-1-4244-7426-4
Type :
conf
DOI :
10.1109/ACC.2010.5530930
Filename :
5530930
Link To Document :
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