Performance Shaping through Cost Cumulants and Neural Networks-based Series Expansion

Bei Kang, Chukwuemeka Aduba, Chang-Hee Won

Abstract

The performance shaping method is addressed as a statistical optimal control problem. In statistical control, we shape the distribution of the cost function by minimizing n-th order cost cumulants. The n-th cost cumulant, Hamilton-Jacobi-Bellman (HJB) equation is derived as the necessary condition for the optimality. The proposed method provides an approach to control a higher order cost cumulant for stochastic systems, and generalizes the traditional linear-quadratic-Gaussian and Risk-Sensitive control methods. This allows the cost performance shaping via the cost cumulants. Moreover, the solution of general n-th cost cumulant control is provided by numerically solving the HJB equations using neural network method. The results of this paper are demonstrated through a satellite attitude control example.

References

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Paper Citation


in Harvard Style

Kang B., Aduba C. and Won C. (2012). Performance Shaping through Cost Cumulants and Neural Networks-based Series Expansion . In Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8565-21-1, pages 196-201. DOI: 10.5220/0004032101960201


in Bibtex Style

@conference{icinco12,
author={Bei Kang and Chukwuemeka Aduba and Chang-Hee Won},
title={Performance Shaping through Cost Cumulants and Neural Networks-based Series Expansion},
booktitle={Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2012},
pages={196-201},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004032101960201},
isbn={978-989-8565-21-1},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 9th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Performance Shaping through Cost Cumulants and Neural Networks-based Series Expansion
SN - 978-989-8565-21-1
AU - Kang B.
AU - Aduba C.
AU - Won C.
PY - 2012
SP - 196
EP - 201
DO - 10.5220/0004032101960201