Inverse optimal control for asymptotic trajectory tracking of discrete‐time stochastic nonlinear systems in block controllable form. (21st May 2018)

• Record Type: Journal Article
• Authors: Elvira‐Ceja, Santiago; Sanchez, Edgar N.
• Is Part Of: Optimal control applications and methods. Volume 39:Number 5(2018)
• Page Start: 1702
• Page End: 1715
• Publication Date: 2018-05-21
• Subjects: inverse optimal control -- stochastic nonlinear systems -- trajectory tracking; Control theory -- Periodicals; Mathematical optimization -- Periodicals; 629.8312
• DOI: 10.1002/oca.2441
• Languages: English
• ISSNs: 0143-2087

Abstract

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.