Abstract
In this paper we present the Riccati solution of linear quadratic control problems with input and state dependent noise which is encountered during our previous study to the adaptive critic solution for systems characterized by functional uncertainty. Uncertainty of the system equations is quantified using a state and control dependent noise model. The derived optimal control law is shown to be of cautious type controllers. The derivation of the Riccati solution is via the principle of optimality. The Riccati solution is implemented to linear multi dimensional control problem and compared to the certainty equivalent Riccati solution.
| Original language | English |
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| Title of host publication | ICINCO 2009 - 6th International Conference on Informatics in Control, Automation and Robotics, Proceedings |
| Pages | 115-120 |
| Number of pages | 6 |
| Publication status | Published - 2009 |
| Event | ICINCO 2009 - 6th International Conference on Informatics in Control, Automation and Robotics - Milan, Italy Duration: 2 Jul 2009 → 5 Jul 2009 |
Publication series
| Name | ICINCO 2009 - 6th International Conference on Informatics in Control, Automation and Robotics, Proceedings |
|---|---|
| Volume | 1 ICSO |
Conference
| Conference | ICINCO 2009 - 6th International Conference on Informatics in Control, Automation and Robotics |
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| Country/Territory | Italy |
| City | Milan |
| Period | 2/07/09 → 5/07/09 |
Bibliographical note
Copyright:Copyright 2010 Elsevier B.V., All rights reserved.
Keywords
- Cautious controller
- Functional uncertainties
- Nonlinear functions
- Stochastic systems