Title :
The polynomial approach to the LQ non-Gaussian regulator problem
Author :
Germani, Alfredo ; Mavelli, Gabriella
Author_Institution :
Dipt. di Ingegneria Elettrica, L´´Aquila Univ., Italy
fDate :
8/1/2002 12:00:00 AM
Abstract :
A new approach for the solution of the regulator problem for linear discrete-time dynamical systems with non-Gaussian disturbances is proposed. This approach generalizes a previous result concerning the definition of the quadratic optimal regulator. It consists of the definition of the polynomial optimal algorithm of an order ν for the solution of the linear quadratic non-Gaussian stochastic regulator problem for systems with partial state information. The validity of the separation principle has also been proved in this case. Numerical simulations show the high performance of the proposed method with respect to the classical linear regulation techniques.
Keywords :
Kalman filters; discrete time systems; linear quadratic control; linear systems; polynomials; stochastic systems; Kalman filter; discrete-time systems; dynamical systems; linear quadratic control; linear systems; nonGaussian systems; optimal control; polynomial; separation principle; stochastic control; Control systems; Equations; Feedback control; Nonlinear filters; Numerical simulation; Optimal control; Polynomials; Regulators; State estimation; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.2002.801184