NDLI: Finite-dimensional methods for computing the information state in nonlinear robust control

Content Provider	IEEE Xplore Digital Library
Author	Baras, J.S. Darling, R.W.R.
Copyright Year	1998
Description	Author affiliation: Dept. of Electr. Eng., Maryland Univ., College Park, MD, USA (Baras, J.S.)
Abstract	In nonlinear output robust control and in nonlinear risk-sensitive partially observed stochastic control, the optimal control is a memoryless function of the information state. The information state dynamics are directly influenced by the control performance metric, thus displaying a direct linkage between control objectives and sufficient statistics for control. It has been observed in several examples that by modifying the control performance metric one can render the dynamics of the information state finite dimensional. In linear robust control, it is well known that the information state can be computed by a simple finite-dimensional formula. Using the Lie theory for transformations of this basic solution, we show how the information state for certain nonlinear control problems can also be obtained using finite-dimensional calculations, e.g. via the solution of systems of ODE. This is explained using fundamental results on the invariance groups of the equations involved. An intuitive interpretation of the significance of the result is also provided.
Starting Page	343
Ending Page	348
File Size	422897
Page Count	6
File Format	PDF
ISBN	0780343948
ISSN	01912216
DOI	10.1109/CDC.1998.760697
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1998-12-18
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Robust control Nonlinear equations Measurement Stochastic processes Partial differential equations Differential equations Optimal control Output feedback Dynamic programming Electronic mail
Content Type	Text
Resource Type	Article

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