An Ensemble Kalman Filtering Approach for Discrete-Time Inverse Optimal Control Problems

Author:

Arnold Andrea,Tran Hien

Publisher

Springer Singapore

Reference21 articles.

1. Almobaied, M., Eksin, I., Guzelkaya, M.: Inverse optimal controller based on extended Kalman filter for discrete-time nonlinear systems. Optim. Control Appl. Meth. 39, 19–34 (2017)

2. Anderson, B.D.O., Moore, J.B.: Optimal Control: Linear Quadratic Methods. Prentice-Hall, Englewood Cliffs (1990)

3. Arnold, A., Calvetti, D., Somersalo, E.: Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter. Inverse Probl. 30(10), 105,008 (2014)

4. Arnold, A., Lloyd, A.L.: An approach to periodic, time-varying parameter estimation using nonlinear filtering. Inverse Probl. 34(10), 105,005 (2018)

5. Arnold, A., Tran, H.: Ensemble Kalman filtering for inverse optimal control. In: Lecture Notes in Engineering and Computer Science: Proceedings of The International MultiConference of Engineers and Computer Scientists 2018, 14–15 March 2018, pp. 526–530. Hong Kong (2018)

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