The Electrical Engineering Handbook

5

Cost-Cumulants and Risk-Sensitive Control

Chang-Hee Won,     Department of Electrical Engineering, University of North Dakota, Grana Forks, North Dakota, USA

5.1. Introduction

5.2. Linear-Quadratic-Gaussian Control

5.3. Cost-Cumulant Control

5.3.1. Minimal Cost Variance Control

5.4. Risk-Sensitive Control

5.5. Relationship Between Risk-Sensitive and Cost-Cumulant Control

5.6. Applications

5.6.1. Risk-Sensitive Control Applied to Satellite Attitude Maneuver

5.6.2. MCV Control Applied to Seismic Protection of Structures

5.7. Conclusions

References

5.1 Introduction

Cost-cumulant control, also known as statistical control, is an optimal control method that minimizes a linear combination of quadratic cost cumulants. Risk-sensitive ...