Optimal controller for uncertain stochastic polynomial systems |
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| Authors: | Michael Basin Dario Calderon-Alvarez |
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| Institution: | Department of Physical and Mathematical Sciences, Autonomous University of Nuevo Leon, Apdo postal 144-F, C.P. 66450, San Nicolas de los Garza, Nuevo Leon, Mexico |
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| Abstract: | This paper presents the optimal quadratic-Gaussian controller for uncertain stochastic polynomial systems with linear control input and a quadratic criterion over linear observations. The optimal closed-form controller equations are obtained using the separation principle, whose applicability to the considered problem is substantiated. As intermediate results, the paper gives closed-form solutions of the optimal regulator and controller problems for stochastic polynomial systems with linear control input and a quadratic criterion. Performance of the obtained optimal controller is verified in the illustrative example against the conventional quadratic-Gaussian controller that is optimal for stochastic polynomial systems with known parameters. Simulation graphs demonstrating overall performance and computational accuracy of the designed optimal controller are included. |
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| Keywords: | Kalman filtering Optimal control Uncertain stochastic polynomial system |
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