Abstract
A new approach for the solution of the regulator problem for linear discrete-time dynamical systems with non-Gaussian disturbances is proposed. This approach generalizes a previous result concerning the definition of the quadratic optimal regulator. It consists of the definition of the polynomial optimal algorithm of an order /spl nu/ for the solution of the linear quadratic non-Gaussian stochastic regulator problem for systems with partial state information. The validity of the separation principle has also been proved in this case. Numerical simulations show the high performance of the proposed method with respect to the classical linear regulation techniques.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
