Unscented optimal control


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. It is a specific application 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

Applications

Unscented optimal control theory has been applied to UAV guidance, spacecraft attitude control and low-thrust trajectory optimization