On stochastic LQR design and polynomial chaos Conference Paper

abstract

• In this paper we develop a novel theoretical framework for linear quadratic regulator design for linear systems with probabilistic uncertainty in the parameters. The framework is built on the generalized polynomial chaos theory, which can handle Gaussian, uniform, beta and gamma distributions. In this framework, the stochastic dynamics is transformed into deterministic dynamics in higher dimensional state space, and the controller is designed in the expanded state space. The proposed design framework results in a family of controllers, parameterized by the associated random variables. The theoretical results are applied to a controller design problem based on stochastic linear, longitudinal F16 model. The performance of the stochastic design shows excellent consistency with the results obtained from Monte-Carlo based designs, in a statistical sense. 2008 AACC.

name of conference

• 2008 American Control Conference

authors

• Bhattacharya, Raktim

published proceedings

• 2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12

author list (cited authors)

• Fisher, J., & Bhattacharya, R.

citation count

• 13

complete list of authors

• Fisher, James||Bhattacharya, Raktim

publication date

• June 2008

publisher

• Institute of Electrical and Electronics Engineers (IEEE)  Publisher

published in

• Proceedings of the ... American Control Conference. American Control Conference  Journal

keywords

• 40 Engineering
• 4007 Control Engineering, Mechatronics And Robotics
• 49 Mathematical Sciences
• 4901 Applied Mathematics

Digital Object Identifier (DOI)

• 10.1109/ACC.2008.4586473

International Standard Book Number (ISBN) 13

• 978-1-4244-2078-0

start page

• 95

end page

• 100

URL

• http://dx.doi.org/10.1109/acc.2008.4586473