An integrated optimal control algorithm for discrete-time nonlinear stochastic system

International Journal of Control

Volumn 83, Issue 12, 2010, Pages 2536-2545

  Kek, Sie Long ^a   Teo, Kok Lay ^b   Mohd Ismail, A A ^c  

^a UNIVERSITI TUN HUSSEIN ONN MALAYSIA   (Malaysia)

^b CURTIN UNIVERSITY   (Australia)

^c UNIVERSITI TEKNOLOGI MALAYSIA   (Malaysia)

Author keywords

discrete time nonlinear stochastic system; iterative algorithm; Kalman filtering; model reality differences; optimal control

Indexed keywords

DISCRETE-TIME; DISCRETE-TIME NONLINEAR SYSTEMS; ILLUSTRATIVE EXAMPLES; INTEGRATED SYSTEMS; ITERATIVE ALGORITHM; ITERATIVE PROCEDURES; ITERATIVE SOLUTIONS; KALMAN-FILTERING; LINEAR QUADRATIC GAUSSIAN OPTIMAL CONTROLS; LINEAR QUADRATIC REGULATOR PROBLEMS; NON-LINEAR STOCHASTIC SYSTEMS; OPTIMAL CONTROL ALGORITHM; OPTIMAL CONTROL LAW; OPTIMAL CONTROL PROBLEM; OPTIMAL CONTROLS; OPTIMAL STATE; OPTIMISATIONS; OUTPUT CHANNELS; PARAMETER ESTIMATION ALGORITHM; RANDOM DISTURBANCES;

ALGORITHMS; CONTROL; INTEGRATED OPTICS; ITERATIVE METHODS; KALMAN FILTERS; NONLINEAR SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

DISCRETE TIME CONTROL SYSTEMS;

EID: 78650326265     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207179.2010.531766     Document Type: Article

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