Cost Cumulant-Based Control for a Class of Linear Quadratic Tracking Problems

Abstract

The topic of cost cumulant control is currently receiving substantial research from the theoretical community oriented toward stochastic control theory. For instance, the present paper extends the application of cost cumulant controller design to control of a wide class of linear quadratic tracking systems. It is shown that the tracking problem can be solved in two parts: a feedback k-cost-cumulant (kCC) control whose optimization criterion representing a linear combination of finite k cumulant indices of a finite horizon integral quadratic cost associated to a linear tracking stochastic system is determined by a set of Riccati-type differential equations and a set of time-dependent tracking variables is found by solving an auxiliary set of differential equations (incorporating the desired trajectory) backward from a stable final time.

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Document Details

Document Type
Technical Report
Publication Date
Aug 04, 2006
Accession Number
ADA461965

Entities

People

  • Khanh D. Pham

Organizations

  • Air Force Research Laboratory

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Air Force Research Laboratories
  • Boundaries
  • Closed Loop Systems
  • Coefficients
  • Differential Equations
  • Electrical Engineering
  • Equations
  • Equations Of Motion
  • Feedback
  • Linear Differential Equations
  • Military Research
  • Optimization
  • Probability
  • Sequences
  • Stochastic Control
  • Trajectories

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Control Systems Engineering.