Optimal adaptive control for a class of stochastic systems

被引：0
|
作者：
Bagchi, A [1 ]
Chen, HF [1 ]
机构：
[1] Univ Twente, Dept Appl Math, NL-7500 AE Enschede, Netherlands
来源：
SADHANA-ACADEMY PROCEEDINGS IN ENGINEERING SCIENCES | 1997年 / 22卷 / 4期
关键词：
stochastic adaptive control; tracking problem; ELS-based estimator;
D O I：
10.1007/BF02745575
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
We study Linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law we show that the resulting control achieves optimal cost in the limit, while simultaneously the unknown parameters converge to their true values.
引用
收藏
页码：485 / 498
页数：14
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