Dual control of stochastic nonlinear systems
- 1 December 1971
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
Abstract
In stochastic control of nonlinear systems, estimation and control are dependent-the control, in addition to its effect on the state of the system, affects the estimation performance. A method for obtaining a dual control sequence is discussed that leads to a one-step optimization problem and a control strategy called the one-step dual control. An example problem is used to indicate the performance improvement when using the one-step dual control instead of the separation control policy.Keywords
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