Deutsch
 
Hilfe Datenschutzhinweis Impressum
  DetailsucheBrowse

Datensatz

DATENSATZ AKTIONENEXPORT
Zur Ablage hinzufügen
 Lokale TagsFreigabegeschichteDetailsÜbersicht
  Finite-Horizon Optimal State-Feedback Control of Nonlinear Stochastic Systems Based on a Minimum Principle

Deisenroth, M., Ohtsuka, T., Weissel, F., Brunn, D., & Hanebeck, U. (2006). Finite-Horizon Optimal State-Feedback Control of Nonlinear Stochastic Systems Based on a Minimum Principle. In U. Hanebeck (Ed.), 2006 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems (pp. 371-376). Piscataway, NJ, USA: IEEE Service Center.

Item is

 

einblenden: alle ausblenden: alle

Basisdaten

einblenden: ausblenden:
Datensatz-Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-D045-E Versions-Permalink: https://hdl.handle.net/21.11116/0000-0004-99C0-6
Genre: Konferenzbeitrag

Externe Referenzen

einblenden:
ausblenden:
externe Referenz:
https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=4042033 (Verlagsversion)
Beschreibung:
-
OA-Status:

Urheber

einblenden:
ausblenden:
 Urheber:
Deisenroth, MP1, Autor           
Ohtsuka, T, Autor
Weissel, F, Autor
Brunn, D, Autor
Hanebeck, UD, Autor
Affiliations:
1External Organizations, ou_persistent22              

Inhalt

einblenden:
ausblenden:
Schlagwörter: -
 Zusammenfassung: In this paper, an approach to the finite-horizon optimal state-feedback control problem of nonlinear, stochastic, discrete-time systems is presented. Starting from the dynamic programming equation, the value function will be approximated by means of Taylor series expansion up to second-order derivatives. Moreover, the problem will be reformulated, such that a minimum principle can be applied to the stochastic problem. Employing this minimum principle, the optimal control problem can be rewritten as a two-point boundary-value problem to be solved at each time step of a shrinking horizon. To avoid numerical problems, the two-point boundary-value problem will be solved by means of a continuation method. Thus, the curse of dimensionality of dynamic programming is avoided, and good candidates for the optimal state-feedback controls are obtained. The proposed approach will be evaluated by means of a scalar example system.

Details

einblenden:
ausblenden:
Sprache(n):
 Datum: 2006-09
 Publikationsstatus: Erschienen
 Seiten: -
 Ort, Verlag, Ausgabe: -
 Inhaltsverzeichnis: -
 Art der Begutachtung: -
 Identifikatoren: DOI: 10.1109/MFI.2006.265616
BibTex Citekey: 4185
 Art des Abschluß: -

Veranstaltung

einblenden:
ausblenden:
Titel: 6th IEEE International Conference on Multisensor Fusion and Integration (MFI 2006)
Veranstaltungsort: Heidelberg, Germany
Start-/Enddatum: 2006-09-03 - 2006-09-06

Entscheidung

einblenden:

Projektinformation

einblenden:

Quelle 1

einblenden:
ausblenden:
Titel: 2006 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems
Genre der Quelle: Konferenzband
 Urheber:
Hanebeck, UD, Herausgeber
Affiliations:
-
Ort, Verlag, Ausgabe: Piscataway, NJ, USA : IEEE Service Center
Seiten: - Band / Heft: - Artikelnummer: - Start- / Endseite: 371 - 376 Identifikator: ISBN: 1-4244-0567-X