Discrete-time inverse optimal control for stochastic nonlinear systems trajectory tracking

Author

Elvira-Ceja, Santiago ; Sanchez, Edgar N.

Author_Institution

Unidad Guadalajara, Autom. Control Lab., CINVESTAV-IPN, Zapopan, Mexico

fYear

2013

fDate

10-13 Dec. 2013

Firstpage

2483

Lastpage

2487

Abstract

In this paper, trajectory tracking for discrete-time stochastic nonlinear systems is achieved by an inverse optimal control. Additionally, the control scheme minimizes a cost functional, which is posteriori determined. Unlike the optimal control technique, this scheme avoids to solve the stochastic Hamilton-Jacobi-Bellman equation which is not a feasible task for this kind of systems. The proposed optimal controller is based on a discrete-time stochastic control Lyapunov function (DSCLF).

Keywords

Lyapunov methods; discrete time systems; nonlinear control systems; optimal control; stochastic systems; tracking; DSCLF; control scheme; cost functional; discrete-time inverse optimal control; discrete-time stochastic control Lyapunov function; discrete-time stochastic nonlinear systems; optimal control technique; stochastic Hamilton-Jacobi-Bellman equation; stochastic nonlinear systems trajectory tracking; Asymptotic stability; Equations; Nonlinear systems; Optimal control; Stability analysis; Symmetric matrices; Trajectory;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control (CDC), 2013 IEEE 52nd Annual Conference on

Conference_Location

Firenze

ISSN

0743-1546

Print_ISBN

978-1-4673-5714-2

Type

conf

DOI

10.1109/CDC.2013.6760253

Filename

6760253