Dual control based on approximate a posteriori density functions
- 1 October 1972
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 17 (5) , 689-693
- https://doi.org/10.1109/tac.1972.1100099
Abstract
The problem of control of a nonlinear time discrete stochastic system is considered. The control function is obtained with the help of approximate a posteriori density functions from a set of measurable functions defined on all past controls and measurements. Approximations are chosen to retain the dual (estimator-controller) nature of the truly optimal control The controls obtained from this method can have considerably different structure from those obtained by the more usual use of linearization and application of the "separation theorem" that is invalid for this problem. The possible use of this method to discover the proper structure of an optimal control that may then be implemented in a much simpler fashion for real-time applications is discussed.Keywords
This publication has 9 references indexed in Scilit:
- Computational experience with methods for estimating sparse hessians for nonlinear optimizationJournal of Optimization Theory and Applications, 1981
- Nonlinear Bayesian estimation using Gaussian sum approximationsIEEE Transactions on Automatic Control, 1972
- Dual control of stochastic nonlinear systemsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1971
- Optimal spline digital simulators of analog filtersIEEE Transactions on Circuit Theory, 1971
- Separation theorem for nonlinear measurementsIEEE Transactions on Automatic Control, 1969
- A new algorithm for suboptimal stochastic controlIEEE Transactions on Automatic Control, 1969
- Sufficient statistics in the optimum control of stochastic systemsJournal of Mathematical Analysis and Applications, 1965
- A General Solution for Linear, Sampled-Data ControlJournal of Basic Engineering, 1963
- On linear control theoryTransactions of the American Institute of Electrical Engineers, Part II: Applications and Industry, 1961