48
Views
7
CrossRef citations to date
0
Altmetric
Original Articles

Tracking control of non-linear stochastic systems by using path cross-entropy and Fokker-Planck equation

Pages 1101-1114 | Received 04 Oct 1990, Published online: 27 Apr 2007

REFERENCES

  • ÅSTRÖM , K. J. , and WITTENMARK , B. , 1989 , Adaptive Control ( New York Addison-Wesley ).
  • BERNHARDSSON , B. , 1989 , Adaptive Control Signal Process , 3 , 15 .
  • FELDBAUM , A. A. , 1965 , Optimal Control Theory ( New York Academic Press ).
  • FLEMING , W. H. , and RISHEL , R. W. , 1975 , Deterministic and Stochastic Optimal Control ( New York Springer-Verlag ).
  • JAZWINSKI , A. H. , 1970 , Stochastic Processes and Filtering ( New York Academic Press ).
  • JUMARIE , G. , 1975 , J. optim. Theory Applic. , 16 , 135 ; 1989, Int. J. Systems Sci., 20, 2369; 1990 a, Relative Information. Theories and Applications (New York Springer-Verlag); 1990 b, Towards an approach to stochastic adaptive control using the maximum entropy principle. Int. J. Systems Sci., 21, 2621; 1991, Filtering and identification in stochastic processes and lime-series. New approach via path entropy, Systems Anal. Modelling, Simulation, 8, 567 .
  • KULLBACK , S. , 1959 , Information Theory and Statistics ( New York Wiley ).
  • RISKEN , H. , 1984 , The Fokker-Planck Equation ( Berlin Springer-Verlag ).
  • SAGE , A. P. , 1968 , Optimum Systems Control ( Englewood Cliffs , NJ Prentice Hall ).
  • STENGEL , R. F. , 1986 , Stochastic Optimal Control ( New York Wiley ).

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.