Unscented optimal control
Template:Short description In mathematics, unscented optimal control combines the notion of the unscented transform with deterministic optimal control to address a class of uncertain optimal control problems.[1][2][3][4] It is a specific application of tychastic optimal control theory,[1][5][6][7] which is a generalization of Riemmann-Stieltjes optimal control theory,[8][9] a concept introduced by Ross and his coworkers.
Mathematical description
Suppose that the initial state of a dynamical system,
is an uncertain quantity. Let be the sigma points. Then sigma-copies of the dynamical system are given by,
Applying standard deterministic optimal control principles to this ensemble generates an unscented optimal control.[10][11][12] Unscented optimal control is a special case of tychastic optimal control theory.[1][5][13] According to Aubin[13] and Ross,[1] tychastic processes differ from stochastic processes in that a tychastic process is conditionally deterministic.
Applications
Unscented optimal control theory has been applied to UAV guidance,[12][14] spacecraft attitude control,[6] air-traffic control[15] and low-thrust trajectory optimization[2][10]
References
- ↑ 1.0 1.1 1.2 1.3 Template:Cite book
- ↑ 2.0 2.1 Template:Cite conference
- ↑ Ross et al, Unscented Control for Uncertain Dynamical Systems, US Patent US 9,727,034 Bl. Issued Aug 8, 2017. https://calhoun.nps.edu/bitstream/handle/10945/55812/USPN%209727034.pdf?sequence=1&isAllowed=y
- ↑ Template:Cite book
- ↑ 5.0 5.1 Template:Cite book
- ↑ 6.0 6.1 Template:Cite book
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- ↑ 10.0 10.1 Template:Cite conference
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- ↑ 12.0 12.1 Template:Cite book
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