A Bayesian perspective on stochastic neurocontrol

Herzallah, Randa and Lowe, David (2008). A Bayesian perspective on stochastic neurocontrol. IEEE Transactions on Neural Networks and Learning Systems, 19 (5), pp. 914-924.

Abstract

Control design for stochastic uncertain nonlinear systems is traditionally based on minimizing the expected value of a suitably chosen loss function. Moreover, most control methods usually assume the certainty equivalence principle to simplify the problem and make it computationally tractable. We offer an improved probabilistic framework which is not constrained by these previous assumptions, and provides a more natural framework for incorporating and dealing with uncertainty. The focus of this paper is on developing this framework to obtain an optimal control law strategy using a fully probabilistic approach for information extraction from process data, which does not require detailed knowledge of system dynamics. Moreover, the proposed control method framework allows handling the problem of input-dependent noise. A basic paradigm is proposed and the resulting algorithm is discussed. The proposed probabilistic control method is for the general nonlinear class of discrete-time systems. It is demonstrated theoretically on the affine class. A nonlinear simulation example is also provided to validate theoretical development.

Publication DOI: https://doi.org/10.1109/TNN.2007.915107
Divisions: Engineering & Applied Sciences > Mathematics
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Additional Information: © 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Uncontrolled Keywords: Bayesian perspective,control design,discrete-time systems,information extraction,input-dependent noise,loss function,nonlinear simulation,optimal control law,probabilistic control,probabilistic framework,stochastic neurocontrol,stochastic uncertain nonlinear systems,system dynamics,Artificial Intelligence,Computational Theory and Mathematics,Hardware and Architecture,Control and Systems Engineering,Electrical and Electronic Engineering,Theoretical Computer Science
Full Text Link: http://ieeexplo ... rnumber=4479861
Related URLs: http://www.scop ... tnerID=8YFLogxK (Scopus URL)
Published Date: 2008-05
Authors: Herzallah, Randa ( 0000-0001-9128-6814)
Lowe, David

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