A time-varying output covariance assignment problem in the presence of a stochastic disturbance is solved using finite-horizon optimal control formulation. It is shown that an assignment of time-varying output error covariance is possible in the presence of model error by utilizing a time-varying linear quadratic regulator controller with a class of output and control weighting sequences. This paper develops a systematic algorithm to calculate the sequence of such time-varying output weights that are further shown to be the Lagrange multipliers associated with the covariance constraints. A short horizon attitude control problem with stringent covariance constraints and a more nonlinear example concerning a low-thrust interplanetary maneuver are solved to demonstrate the utility of the proposed approach. Numerical results offer a degree of optimism about the broad applicability of the time-varying covariance assignment approach to solve guidance and control problems associated with nonlinear dynamic systems.


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    Titel :

    Linear Quadratic Regulator Weighting Matrices for Output Covariance Assignment in Nonlinear Systems


    Beteiligte:
    Arya, Vishala (Autor:in) / Goyal, Raman (Autor:in) / Majji, Manoranjan (Autor:in) / Junkins, John L. (Autor:in)

    Erschienen in:

    Erscheinungsdatum :

    2022-11-17


    Format / Umfang :

    13 pages




    Medientyp :

    Aufsatz (Zeitschrift)


    Format :

    Elektronische Ressource


    Sprache :

    Englisch