Unscented optimal control

Suppose that the initial state x^0 of a dynamical system, \dot{x} = f(x, u, t) is an uncertain quantity. Let \Chi^i be the sigma points. Then sigma-copies of the dynamical system are given by, \dot\Chi^i = f(\Chi^i, u, t) Applying standard deterministic optimal control principles to this ensemble generates an unscented optimal control.{{cite conference |first1=Naoya |last1=Ozaki |first2=Ryu |last2=Funase |title=Tube Stochastic Differential Dynamic Programming for Robust Low-Thrust Trajectory Optimization Problems |conference=2018 AIAA Guidance, Navigation, and Control Conference |url=https://arc.aiaa.org/doi/abs/10.2514/6.2018-0861 |date=January 8–12, 2018 == Applications ==

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