The problem of the optimal control of stochastic differential equations with random matrix-valued coefficients is considered. Optimal control of a class of bilinear stochastic systems which, in a sense, are linear systems with stochastic parameters is studied. The cost function is a quadratic form and the random coefficients are assumed to be partially observable by the controller. By means of the stochastic Bellman equation, the optimal control of stochastic dynamic models with partially observable coefficients is derived. The optimal control is shown to be a linear function of the observable states and a nonlinear function of random parameters. The theory is applied to an optimal control design of an aircraft landing in wind gusts.
Stochastic dynamic system suboptimal control with uncertain parameters
Stochastisch-dynamische Suboptimalwertregelung mit Zufallsparametern
IEEE Transactions on Aerospace and Electronic Systems ; AES-21 , 5 ; 594-600
1985
7 Seiten, 16 Quellen
Article (Journal)
English
A stochastic quarter-car model for dynamic analysis of vehicles with uncertain parameters
Taylor & Francis Verlag | 2008
|A stochastic quarter-car model for dynamic analysis of vehicles with uncertain parameters
Automotive engineering | 2008
|A stochastic quarter-car model for dynamic analysis of vehicles with uncertain parameters
Online Contents | 2008
|