NDLI: Open-loop feedback control of nonlinear stochastic systems based on deterministic dirac mixture densities

Content Provider	IEEE Xplore Digital Library
Author	Hekler, A. Chlebek, C. Hanebeck, U.D.
Copyright Year	2012
Description	Author affiliation: Intell. Sensor-Actuator-Syst. Lab. (ISAS), Inst. for Anthropomatics, Karlsruhe, Germany (Hekler, A.; Chlebek, C.; Hanebeck, U.D.)
Abstract	The main problem of stochastic nonlinear model predictive control (SNMPC) is that the equations for state prediction and calculation of the expected reward are in general not solvable in closed form. A popular approach is to approximate the occurring continuous probability density functions by a discrete density representation, which allows an analytical solution of the SNMPC equations. In this paper, we propose to draw the samples not randomly as in Monte Carlo based methods, but systematically by minimizing a distance measure. In doing so, fewer components are generally required to represent the underlying probability density while achieving the same approximation quality. Especially if the evaluation of the expected reward is computationally expensive, this property affects the complexity of computation significantly. By means of a path planning problem, we have substantiated this statement with several simulation runs.
Sponsorship	IEEE Control Syst. Soc.
Starting Page	68
Ending Page	73
File Size	458423
Page Count	6
File Format	PDF
ISBN	9781457710957
ISSN	07431619
e-ISBN	9781457710964
e-ISBN	9781467321020
DOI	10.1109/ACC.2012.6315512
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2012-06-27
Publisher Place	Canada
Access Restriction	Subscribed
Rights Holder	American Automatic Control Council(AACC)
Subject Keyword	Monte Carlo methods Approximation methods Mathematical model Robots Equations Probability density function Complexity theory
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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