Application of true linearization in stochastic quasi-optimal control problems

  • Luis A. Socha
  • Published 1999 in 1999 European Control Conference (ECC)


The problem of quasi-optimal linear feedback control laws for nonlinear systems with quadratic performance criteria under Gaussian white noise excitations is considered. To determine the quasi-optimal control a modified version of standard iterative procedure is used, where three versions of statistical linearization methods and true linearization method… (More)