The N Finite Steps Linear Quadratic Gaussian Control Algorithm

被引：0
|
作者：
Vu, Ky M. [1 ]
机构：
[1] AuLac Technol Inc, Ottawa, ON, Canada
来源：
2013 AMERICAN CONTROL CONFERENCE (ACC) | 2013年
关键词：
Bellman equation; dynamic programming; linear quadratic control; Kalman filter; Riccati equation;
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：
A new N finite steps optimal control algorithm of a discrete state space model, stochastic regulating control system is presented. The new algorithm has the conditional expectation in its performance index equation. It uses dynamic programming to obtain the controller for each step.
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页码：5433 / 5438
页数：6
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