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Discrete-time controller for stochastic nonlinear polynomial systems with Poisson noises

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  • M. Hernandez–Gonzalez
  • M. V. Basin

Abstract

This paper presents a solution to the optimal control problem for discrete-time stochastic nonlinear polynomial systems confused with white Poisson noises subject to a quadratic criterion. The solution is obtained in the following way: a nonlinear optimal controller is first developed for polynomial systems, considering the state vector completely available for control design. Then, based on the solution of the state estimation problem for polynomial systems with white Poisson noises, the state estimate vector is used in the control law to obtain a closed-form solution. Performance of this controller is compared to that of the controller employing the extended Kalman filter and the linear-quadratic regulator and the controller designed for polynomial systems confused with white Gaussian noises.

Suggested Citation

  • M. Hernandez–Gonzalez & M. V. Basin, 2017. "Discrete-time controller for stochastic nonlinear polynomial systems with Poisson noises," International Journal of Systems Science, Taylor & Francis Journals, vol. 48(11), pages 2235-2248, August.
    • Handle: RePEc:taf:tsysxx:v:48:y:2017:i:11:p:2235-2248
    DOI: 10.1080/00207721.2017.1322156
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    References listed on IDEAS

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    1. Ya-Kun Su & Bing Chen & Qi Zhou & Chong Lin, 2012. "Fuzzy robust filter design for nonlinear discrete-time systems with interval time delays," International Journal of Systems Science, Taylor & Francis Journals, vol. 43(8), pages 1568-1579.
    2. Yugang Niu & Daniel W.C. Ho & C.W. Li, 2011. "filtering for uncertain stochastic systems subject to sensor nonlinearities," International Journal of Systems Science, Taylor & Francis Journals, vol. 42(5), pages 737-749.
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