Tagged Questions
2
votes
0answers
26 views
How verification argument really works?
Let $C(u,s)$ be cost functional for an admissible control $u$ with initial state of the system being $s$.
Our aim is the solution of the following problem:
$$\inf_u E(C(u,s))$$
We defined the value ...
4
votes
1answer
65 views
Upper bound concerning Snell envelope
Consider, on a filtred probability space $ \left (\Omega, \mathcal F, \mathbb F , \mathbb P \right )$ where $ \mathbb F = \left(\mathcal F_ t \right )_ {t\geq 0}$ is filtration satisfying the habitual ...
1
vote
1answer
66 views
Parametric uncertainty in conditional term of piecewise nonlinear dynamical system
Consider a Hammerstein nonlinear dynamical system of the form
$\mathbf{\dot{x}} = \mathbf{Ax} + \mathbf{Bu}$,
where the non-linearity is in the control term $\mathbf{u}$, and has a piecewise ...
1
vote
0answers
465 views
Partial differentiation of vector to find Jacobian (extended Kalman filter)
I am working through some coursework on self-tuning control and part of one of the questions requires the use of the extended Kalman filter for joint parameter and state estimation. For completeness, ...
1
vote
0answers
89 views
What is the difference between various kalman filters?
What is the difference between additive and multiplicative kalman filters, as well as some other kinds?
I'm also looking for reference texts and articles that describe the algorithms, so ...
