PIP optimal control with a risk sensitive criterion

Abstract

This work shows how the complete observations formulation of Linear-Exponential-of-Quadratic-Gaussian (LEQG) control theory can be applied within a non-minimal state space (NMSS) context. Since the complete observations solution is not restrictive within the NMSS formulation, the associated PIP-LEQG controller is easily implemented in practice. It is emphasized that there is not much practical advantage in using the optimal PIP-LEQG design as an alternative to the previously proposed PIP-LQ design. Show more