In mathematics, unscented optimal control combines the notion of the unscented transform with deterministic optimal control to address a class of uncertain optimal control problems.Ross et al, Unscented Control for Uncertain Dynamical Systems, US Patent US 9,727,034 Bl. Issued Aug 8, 2017.
https://calhoun.nps.edu/bitstream/handle/10945/55812/USPN%209727034.pdf?sequence=1&isAllowed=y It is a specific application of tychastic optimal control theory, which is a generalization of Riemmann-Stieltjes optimal control theory, a concept introduced by Ross and his coworkers.
Mathematical description Suppose that the initial state of a dynamical system,
is an uncertain quantity. Let be the sigma points. Then sigma-copies of the dynamical system are given by,
Applying standard deterministic optimal control principles to this ensemble generates an unscented optimal control. Unscented optimal control is a special case of tychastic optimal control theory. According to Aubin and Ross, tychastic processes differ from stochastic processes in that a tychastic process is conditionally deterministic.
Applications Unscented optimal control theory has been applied to UAV guidance, spacecraft attitude control, air-traffic control and low-thrust trajectory optimization
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