• DocumentCode
    3846798
  • Title

    Iterative Procedures in Application of the LQG Approach to Control Problems for Polynomial Stochastic Systems

  • Author

    Piotr Kaczynski;Leslaw Socha

  • Author_Institution
    Department of Mathematics and Natural Sciences, Cardinal Stefan Wyszyń
  • Volume
    55
  • Issue
    8
  • fYear
    2010
  • Firstpage
    1875
  • Lastpage
    1881
  • Abstract
    The problem of the determination of quasi-optimal control for polynomial stochastic dynamic systems using the LQG technique and linearization methods is considered. In this paper we present some sufficient conditions of convergence for iterative procedures used in evaluation of quasi-optimal control. Scalar and vector systems are treated separately. Obtained results are illustrated by numerical examples.
  • Keywords
    "Iterative methods","Control systems","Polynomials","Stochastic systems","Optimal control","Sufficient conditions","Riccati equations","Covariance matrix","Convergence","Symmetric matrices"
  • Journal_Title
    IEEE Transactions on Automatic Control
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.2010.2048476
  • Filename
    5451168
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3846798