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Partially observed stochastic bilinear system control | IEEE Conference Publication | IEEE Xplore

Partially observed stochastic bilinear system control

Publisher: IEEE

Abstract:

Semi-explicit solution to a partially observed stochastic bilinear system control problem is given. The system is bilinear in respect to the control inputs, and corrupted...View more

Abstract:

Semi-explicit solution to a partially observed stochastic bilinear system control problem is given. The system is bilinear in respect to the control inputs, and corrupted by additive Wiener processes in the state and measurements equations. Beside the unobserved state the initial state is an unknown parameter. The optimal controls in a mean square sense are derived in dependence on the optimal value function that is solved numerically from the Bellman equation and saved in a look-up table for prompt calculation of optimal controls afterwards. The control effect is demonstrated in a simulation experiment where the controls remove the initial uncertainty and stabilise the process at the target level effectively.
Date of Conference: 19-21 December 2011
Date Added to IEEE Xplore: 26 January 2012
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ISSN Information:

Publisher: IEEE
Conference Location: Santiago, Chile

References

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