Title | ||
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What happens when certainty equivalence is not valid? Is there an optimal estimator for terminal guidance? |
Abstract | ||
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Almost every known optimal control design has been based on the simplifying implementation idea that assumes the validity of the Certainty Equivalence Principle and the associated Separation Theorem. However, there are some optimal control problems for which the principle is not valid and a conventional design based on the unjustified assumption of validity can create unsatisfactory performance. This pitfall is illustrated by an example of interceptor guidance in a ballistic missile defense scenario. Results of extensive Monte Carlo simulations question the very existence of an independently designed optimal estimator for this task. |
Year | DOI | Venue |
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2003 | 10.1016/j.arcontrol.2003.10.001 | Annual Reviews in Control |
Keywords | Field | DocType |
Certainty equivalence,Separation,Estimation,Terminal guidance | Monte Carlo method,Mathematical optimization,Certainty equivalence,Optimal control,Optimal control design,Terminal guidance,Control theory,Mutual fund separation theorem,Ballistic missile,Mathematics,Estimator | Journal |
Volume | Issue | ISSN |
27 | 2 | 1367-5788 |
Citations | PageRank | References |
3 | 1.20 | 2 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
---|---|---|---|
Josef Shinar | 1 | 55 | 13.19 |
Vladimir Turetsky | 2 | 80 | 17.27 |