A unifying vision of Particle Filtering and Explicit Dual Control - Archive ouverte HAL Access content directly
Preprints, Working Papers, ... Year : 2020

A unifying vision of Particle Filtering and Explicit Dual Control

Abstract

This paper presents a joint optimisation framework for optimal estimation and stochastic optimal control with imperfect information. It provides a estimation and control scheme that can be decomposed into a classical optimal estimation step and an optimal control step where a new term coming from optimal estimation is added to the cost. It is shown that a specific particle filter algorithm allows one to solve the first step approximately in the case of Mean Square Error minimisation and under suitable assumptions on the model. Then, it is shown that the estimation-based control step can justify formally the use of Explicit dual controllers which are most of the time derived from empirical matters. Finally, a relevant example from Aerospace engineering is presented.
Fichier principal
Vignette du fichier
article_sto_preprint.pdf (355.41 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-02623646 , version 1 (26-05-2020)

Identifiers

  • HAL Id : hal-02623646 , version 1

Cite

Emilien Flayac, Karim Dahia, Bruno Hérissé, Frédéric Jean. A unifying vision of Particle Filtering and Explicit Dual Control. 2020. ⟨hal-02623646⟩
196 View
263 Download

Share

Gmail Mastodon Facebook X LinkedIn More