Title :
The N finite steps linear quadratic Gaussian control algorithm
Author_Institution :
AuLac Technol. Inc., USA
Abstract :
A new N finite steps optimal control algorithm of a discrete state space model, stochastic regulating control system is presented. The new algorithm has the conditional expectation in its performance index equation. It uses dynamic programming to obtain the controller for each step.
Keywords :
dynamic programming; linear quadratic Gaussian control; optimal control; performance index; stochastic systems; conditional expectation; discrete state space model; dynamic programming; finite steps optimal control algorithm; linear quadratic Gaussian control algorithm; performance index equation; stochastic regulating control system; Equations; Kalman filters; Mathematical model; Optimal control; Performance analysis; White noise; Bellman equation; Kalman filter; Riccati equation; dynamic programming; linear quadratic control;
Conference_Titel :
American Control Conference (ACC), 2013
Conference_Location :
Washington, DC
Print_ISBN :
978-1-4799-0177-7
DOI :
10.1109/ACC.2013.6580687
