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Optimal stochastic control of nonlinear systems
Author(s) -
Seinfeld John H.
Publication year - 1970
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.690160626
Subject(s) - control theory (sociology) , nonlinear system , kalman filter , noise (video) , exothermic reaction , continuous stirred tank reactor , controller (irrigation) , mathematics , filter (signal processing) , computer science , control (management) , engineering , statistics , physics , agronomy , quantum mechanics , artificial intelligence , chemical engineering , biology , image (mathematics) , computer vision , thermodynamics
Abstract An algorithm is proposed for the feedback control of nonlinear systems, the observations of which are corrupted with noise of unknown statistics. The feedback loop contains a nonlinear Kalman filter, which produces sequential least‐square estimates of the state of the system, and a controller designed to minimize an instantaneous performance criterion based on the state estimates. The scheme requires the on‐line integration of n ( n + 3)/2 differential equations, where n is the number of unknown states and parameters. The scheme is applied to the feedback control of a CSTR with a first‐order exothermic reaction the temperature measurements of which are corrupted with random noise.