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Iterative procedures in application of LQG approach to control problems for nonlinear stochastic systems

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2 Author(s)
Kaczynski, P. ; Cardinal Stefan Wyszyriski Univ., Warsaw ; Socha, L.

The problem of the determination of quasi- optimal control for nonlinear stochastic dynamic systems using LQG technique and linearization methods is considered. In this paper we present some sufficient conditions of convergence for iterative procedures used in evaluation of quasi-optimal control. Scalar and vector systems are treated separately. Obtained results are illustrated by numerical examples.

Published in:
American Control Conference, 2007. ACC '07

Date of Conference: 9-13 July 2007

Page(s):
1753 - 1758
ISSN :
0743-1619
E-ISBN :
1-4244-0989-6
Print ISBN:
1-4244-0988-8
INSPEC Accession Number:
9886232
Conference Location :
New York, NY
Digital Object Identifier :
10.1109/ACC.2007.4282220
Product Type:
Conference Publications

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