Abstract
The nonlinearities in a dynamic system and its measurement equations are assumed to be cubic and small, i.e., all proportional to a single scalar small parameter ε. The optimal digital nonlinear feedback control law is carried through the first power of ε, taking into account the non-Gaussian character of the state conditional distribution. The optimal law involves cubic and linear terms in the state estimate, as well as higher moments of the state conditional distribution.
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Shefer, M., Breakwell, J.V. Estimation and control with cubic nonlinearities. J Optim Theory Appl 53, 1–7 (1987). https://doi.org/10.1007/BF00938812
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DOI: https://doi.org/10.1007/BF00938812