ISSN:
1573-2878
Keywords:
Noisy nonlinear systems
;
white Gaussian noise
;
polynomial nonlinearity
;
suboptimal feedback control
;
small-parameter method
;
series expansion
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract Power-series methods are developed for designing approximately optimal state regulators for a nonlinear system subject to white Gaussian random disturbances. The performance index of the control is an ensemble average of a quadratic form. A perfect observation of the system state is assumed. When the system nonlinearity is small and it is characterized by a polynomial function of the state, a definite method is presented to construct a suboptimal feedback control of a power-series form in a small nonlinearity parameter. If the variance of noise is small, an alternative method is also applicable which yields a suboptimal control in a power series with respect to a variance parameter. A simple one-dimensional problem is examined to make comparison between controls of the two different forms.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00934659
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