Uncertainty Quantification, Estimation, and Optimal Control for Stochastic Hybrid Systems on a Manifold

Abstract

This project is focused on computational frameworks for uncertainty propagation and geometric numerical integration of hybrid systems on a manifold. We first develop a spectral uncertainty propagation technique, where non-commutative harmonic analysis is utilized to solve the Fokker-Planck equation for hybrid systems represented by an integro-partial differential equation. Next, we construct a Lie group variational collision integrator for hybrid systems, which exhibits symplectic-momentum preserving properties and long-time, near energy conservation.

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Document Details

Document Type
Technical Report
Publication Date
Oct 18, 2022
Accession Number
AD1230404

Entities

People

  • Melvin Leok
  • Taeyoung Lee

Organizations

  • George Washington University
  • University of California, San Diego

Tags

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Calculus or Mathematical Analysis
  • Control Systems Engineering.