This paper presents an iterative Linear-Quadratic-Gaussian method for locally-optimal control and estimation of non-linear stochastic systems.
May 17, 2017 · Bibliographic details on Iterative linearization methods for approximately optimal control and estimation of non-linear stochastic system.
Abstract— This paper presents an iterative Linear-Quadratic-. Gaussian method for locally-optimal control and estimation of nonlinear stochastic systems.
This paper provides an iteration law for solving a stochastic Hamilton-Jacobi-Bellman (SHJB) equation associated to this problem, which is a nonlinear ...
People also ask
What is linearization technique for nonlinear systems?
What is optimal control of nonlinear systems?
Abstract—This paper proposes a new iterative solution method for nonlinear stochastic optimal control problems based on path integral analysis.
The OPTCON algorithm solves the nonlinear optimal control problem iteratively by a sequence of linear approximations where the next approximation is derived ...
The purpose of this paper is to discuss the relationship between sensitivity analysis and equivalent linearization as applied to the study of non-linear ...
Mar 20, 2022 · This article proposes an iterative linearization approach to solve the complicated and nonlinear MIES optimization problem with a well-balanced trade-off ...
Linearization-based algorithms rely on first order Taylor's approximation of dynamics (iterative LQG or iLQG) or quadratic approximation of dynamics (Stochastic ...
Mar 2, 2015 · During the calculation procedure, the iterative solution is updated in order to approximate the true optimal solution of the original optimal ...