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Inverse optimal control for asymptotic trajectory tracking of discrete‐time stochastic nonlinear systems in block controllable form
Author(s) -
ElviraCeja Santiago,
Sanchez Edgar N.
Publication year - 2018
Publication title -
optimal control applications and methods
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.458
H-Index - 44
eISSN - 1099-1514
pISSN - 0143-2087
DOI - 10.1002/oca.2441
Subject(s) - control theory (sociology) , discrete time and continuous time , nonlinear system , trajectory , optimal control , lyapunov function , stochastic control , controller (irrigation) , mathematics , block (permutation group theory) , control lyapunov function , computer science , mathematical optimization , lyapunov equation , control (management) , statistics , physics , geometry , quantum mechanics , astronomy , artificial intelligence , agronomy , biology
Summary This paper concerns an inverse optimal control–based trajectory tracking of discrete‐time stochastic nonlinear systems. It is assumed that the nonlinear system can be transformed to the so called nonlinear block controllable form. Additionally, the synthesized control law minimizes a cost functional, which is posteriori determined. In contrast to the optimal control technique, this scheme avoids to solve the stochastic Hamilton‐Jacobi‐Bellman equation, which is not an easy task. Based on a discrete‐time stochastic control Lyapunov function, the proposed optimal controller is analyzed. The proposed approach is applied successfully to the two degrees‐of‐freedom helicopter with uncertainties in real time.