Abstract:In this work, we consider the problem of steering the first two moments of the uncertain state of a discretetime nonlinear stochastic system to prescribed goal quantities at a given final time. In principle, the latter problem can be formulated as a density tracking problem, which seeks for a feedback policy that will keep the probability density function of the state of the system close, in terms of an appropriate metric, to the goal density. The solution to the latter infinite-dimensional problem can be, how… Show more
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