Stochastic linear-quadratic adaptive control: A conceptual scheme

被引：0
|
作者：
Levanony, David [1 ]
Caines, Peter E. [1 ]
机构：
[1] Ben Gurion Univ Negev, Dept Elect & Comp Engn, IL-84105 Beer Sheva, Israel
来源：
2005 44TH IEEE CONFERENCE ON DECISION AND CONTROL & EUROPEAN CONTROL CONFERENCE, VOLS 1-8 | 2005年
关键词：
D O I：
暂无
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A conceptual adaptive linear-quadratic (LQ) control scheme is proposed. Its derivation is based on a study of a family of asymptotic maximum likelihood (AML) estimators, and their associated limit sets. The geometric properties of such limit sets, lead to the formulation of a time-varying, constrained optimization problem, whose solution is an inherently consistent estimate of the system's unknown parameters. When incorporated within a certainty-equivalence adaptive control scheme, these estimates yield optimal long-run LQ closed-loop performance.
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收藏
页码：1747 / 1752
页数：6
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