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Fully probabilistic control for uncertain nonlinear stochastic systems
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Zafar, Ana and Herzallah, Randa (2023) Fully probabilistic control for uncertain nonlinear stochastic systems. Asian Journal of Control, 25 (4). pp. 2498-2507. doi:10.1002/asjc.2971 ISSN 1561-8625.
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Official URL: http://doi.org/10.1002/asjc.2971
Abstract
This paper develops a novel probabilistic framework for stochastic nonlinear and uncertain control problems. The proposed framework exploits the Kullback–Leibler divergence to measure the divergence between the distribution of the closed-loop behavior of a dynamical system and a predefined ideal distribution. To facilitate the derivation of the analytic solution of the randomized controllers for nonlinear systems, transformation methods are applied such that the dynamics of the controlled system becomes affine in the state and control input. Additionally, knowledge of uncertainty is taken into consideration in the derivation of the randomized controller. The derived analytic solution of the randomized controller is shown to be obtained from a generalized state-dependent Riccati solution that takes into consideration the state- and control-dependent functional uncertainty of the controlled system. The proposed framework is demonstrated on an inverted pendulum on a cart problem, and the results are obtained.
| Item Type: | Journal Article | ||||||||
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| Subjects: | Q Science > QA Mathematics | ||||||||
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||||||
| Library of Congress Subject Headings (LCSH): | Probabilities, Stochastic systems, Nonlinear control theory | ||||||||
| Journal or Publication Title: | Asian Journal of Control | ||||||||
| Publisher: | Wiley-Blackwell Publishing Ltd. | ||||||||
| ISSN: | 1561-8625 | ||||||||
| Official Date: | July 2023 | ||||||||
| Dates: |
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| Volume: | 25 | ||||||||
| Number: | 4 | ||||||||
| Page Range: | pp. 2498-2507 | ||||||||
| DOI: | 10.1002/asjc.2971 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Access rights to Published version: | Open Access (Creative Commons) | ||||||||
| Date of first compliant deposit: | 21 December 2022 | ||||||||
| Date of first compliant Open Access: | 21 December 2022 | ||||||||
| RIOXX Funder/Project Grant: |
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