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Design of Linear Regulators for Nonlinear Stochastic Systems

Authors: Donald E. Gustafson, Jason L. Speyer

Published: 1975 (Journal Paper)

Source: Journal of Spacecraft and Rockets

Algorithm: Stochastic LQR

DOI: 10.2514/3.56987

Summary

Develops a methodology for designing linear regulators for nonlinear stochastic systems by linearizing about a nominal trajectory and applying LQR synthesis to the resulting linear stochastic model. Provides a practical design framework for near-optimal control of nonlinear systems encountered in aerospace applications.

Abstract

Primary

Paper arc.aiaa.org

Standard

DOI 10.2514/3.56987

Tags

  • Stochastic control

  • Linear quadratic regulator

  • Nonlinear systems

  • Linearization

  • LQR design

  • Trajectory optimization