Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
作者:
HAJIME AKASHI,
HIROMITSU KUMAMOTO,
KAZUO NOSE,
期刊:
International Journal of Control
(Taylor Available online 1975)
卷期:
Volume 22,
issue 6
页码: 821-836
ISSN:0020-7179
年代: 1975
DOI:10.1080/00207177508922126
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper presents an optimal control algorithm for linear systems with measurement noise which has a Markov dependent statistical property. Ordinarily, the optimal control for this problem involves a very large number of sequences, and the usual calculation method becomes impractical. In the algorithm proposed here, the optimal control is calculated with a relatively small number of sequences, sampled at random from the set of all the sequences.
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