Optimal Reduced-Order Quadratic Solution for the non-Gaussian Finite-Horizon Regulator Problem

被引：0
|
作者：
Cacace, Filippo [1 ]
Fasano, Antonio [1 ]
Germani, Alfredo [2 ]
Monteriu, Andrea [3 ]
机构：
[1] Univ Campus Biomed Roma, Rome, Italy
[2] Univ Aquila, Dipartimento Ingn Elettr, I-67100 Laquila, Italy
[3] Univ Politecn Marche, Dipartimento Ingn Informaz, Ancona, Italy
来源：
2013 IEEE 52ND ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC) | 2013年
关键词：
LQG OPTIMAL-CONTROL; STOCHASTIC-SYSTEMS;
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We consider the optimal regulator for non-Gaussian discrete-time stochastic systems with a quadratic cost function. We improve the method of [1], where the optimal control is derived from the classical LQG solution by substituting the linear filtering part with a quadratic optimal filter. In this paper we delete the unobservable part of the augmented state space, thus guaranteeing the internal stability of the resulting closed-loop system.
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页码：3085 / 3090
页数：6
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