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

Consider a discrete-time nonlinear system with random disturbances appearing in the real plant and the output channel where the randomly perturbed output is measurable. An iterative procedure based on the linear quadratic Gaussian optimal control model is developed for solving the optimal control of...

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Bibliographic Details
Main Authors: Kek, Sie Long, Teo, Kok Lay, Abdul Aziz, Mohd. Ismail
Format: Article
Language:English
Published: Taylor & Francis 2010
Subjects:
Online Access:http://eprints.utm.my/id/eprint/22852/1/KekSieLong2010_AnIntegratedOptimalControlAlgorithm.pdf
http://eprints.utm.my/id/eprint/22852/
http://dx.doi.org/10.1080/00207179.2010.531766
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