scholarly journals Estimation and Control of Stochastic Systems under Discounted Criterion

10.5772/6431 ◽  
2009 ◽  
Author(s):  
Hilgert Nadine ◽  
Minjarez-Sosa J.
Keyword(s):  
Stochastic Systems ◽  
Estimation And Control ◽  
And Control ◽  
Discounted Criterion

scholarly journals Nonlinear Finite-Horizon Regulation and Tracking for Systems with Incomplete State Information Using Differential State Dependent Riccati Equation

2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
Ahmed Khamis ◽  
D. Subbaram Naidu ◽  
Ahmed M. Kamel
Keyword(s):  
Riccati Equation ◽  
Stochastic Systems ◽  
Finite Horizon ◽  
Guidance System ◽  
State Dependent ◽  
Wide Range ◽  
Linearized System ◽  
Estimation And Control ◽  
Regulation And Tracking ◽  
And Control

This paper presents an efficient online technique used for finite-horizon, nonlinear, stochastic, regulator, and tracking problems. This can be accomplished by the integration of the differential SDRE filter algorithm and the finite-horizon state dependent Riccati equation (SDRE) technique. Unlike the previous methods which deal with the linearized system, this technique provides finite-horizon estimation and control of the nonlinear stochastic systems. Further, the proposed technique is effective for a wide range of operating points. Simulation results of a missile guidance system are presented to illustrate the effectiveness of the proposed technique.

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