State Estimation Nonlinear QDMC with Input-Output Models

Abstract

A State Estimation NLQDMC algorithm is presented for use with nonlinear input-output models. The proposed algorithm extends the state estimation NLQDMC (Gattu and Zafiriou, 1992a) to nonlinear models identified based on input-output information. The algorithm preserves the computational advantages when compared to the other algorithms based on nonlinear programming techniques. The illustrating example demonstrates the usage of tuning parameters and points out the benefits and shortcomings of the algorithm.