scholarly journals Stochastic Optimal Trajectory Generation via Multivariate Polynomial Chaos

Author(s):  
Lisa J. Whittle ◽  
Marco Sagliano
Author(s):  
James Fisher ◽  
Raktim Bhattacharya

In this paper, we develop a framework for solving optimal trajectory generation problems with probabilistic uncertainty in system parameters. The framework is based on the generalized polynomial chaos theory. We consider both linear and nonlinear dynamics in this paper and demonstrate transformation of stochastic dynamics to equivalent deterministic dynamics in higher dimensional state space. Minimum expectation and variance cost function are shown to be equivalent to standard quadratic cost functions of the expanded state vector. Results are shown on a stochastic Van der Pol oscillator.


2021 ◽  
Author(s):  
Stefano Feraco ◽  
Angelo Bonfitto ◽  
Irfan Khan ◽  
Nicola Amati ◽  
Andrea Tonoli

1993 ◽  
Vol 29 (10) ◽  
pp. 1184-1190 ◽  
Author(s):  
Isao YAMAGUCHI ◽  
Takashi KIDA ◽  
Seiya UENO ◽  
Masaki TANAKA

2021 ◽  
Author(s):  
Abdallah Farrage ◽  
Hideki Takahashi ◽  
Kenichi Terauchi ◽  
Shintaro Sasai ◽  
Hitoshi Sakurai ◽  
...  

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