DocumentCode
630943
Title
The N finite steps linear quadratic Gaussian control algorithm
Author
Vu, Ky M.
Author_Institution
AuLac Technol. Inc., USA
fYear
2013
fDate
17-19 June 2013
Firstpage
5433
Lastpage
5438
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference (ACC), 2013
Conference_Location
Washington, DC
ISSN
0743-1619
Print_ISBN
978-1-4799-0177-7
Type
conf
DOI
10.1109/ACC.2013.6580687
Filename
6580687
Link To Document