Optimal adaptive control for a class of stochastic systems

被引：0
|
作者：
Arunabha Bagchi
Han-Fu Chen
机构：
[1] University of Twente,Department of Applied Mathematics
[2] Chinese Academy of Sciences,Institute of Systems Science
来源：
Sadhana | 1997年 / 22卷
关键词：
Stochastic adaptive control; tracking problem; ELS-based estimator;
D O I：
暂无
中图分类号：
学科分类号：
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：13
相关论文
共 50 条
  • [21] Anticipatory adaptive control for a class of stochastic systems with incomplete information
    Nechval, NA
    Nechval, KN
    Vasermanis, EK
    Rozevskis, U
    Strelchonok, VF
    COMPUTING ANTICIPATORY SYSTEMS, 2004, 718 : 243 - 254
  • [22] Adaptive control of a class of nonlinear stochastic systems with input constraints
    Brockwell, A
    Borovkov, K
    Evans, R
    ADAPTIVE SYSTEMS IN CONTROL AND SIGNAL PROCESSING 1998, 2000, : 421 - 426
  • [23] ADAPTIVE STOCHASTIC CONTROL FOR A CLASS OF LINEAR-SYSTEMS - COMMENT
    TSE, E
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1973, AC18 (03) : 324 - 326
  • [24] Discrete Time Optimal Adaptive Control for Linear Stochastic Systems
    姜睿
    罗贵明
    Tsinghua Science and Technology, 2007, (01) : 105 - 110
  • [25] Adaptive optimal control for linear stochastic systems with additive noise
    Bian Tao
    Jiang Zhong-Ping
    2015 34TH CHINESE CONTROL CONFERENCE (CCC), 2015, : 3011 - 3016
  • [26] Discrete Time Optimal Adaptive Control for Linear Stochastic Systems
    Department of Computer Science and Technology, Tsinghua University, Beijing, 100084, China
    不详
    Tsinghua Sci. Tech., 2007, 1 (105-110):
  • [27] Optimal adaptive fuzzy control for a class of unknown nonlinear systems
    Département de Physique, Université Sidi Mohamed Ben Abdellah, LESSI, B. P. 1796, Atlas 30 000 Fés, Morocco
    WSEAS Trans. Syst. Control, 2008, 2 (89-98):
  • [28] Optimal Vibration Control of a Class of Nonlinear Stochastic Systems with Markovian Jump
    Huan, R. H.
    Hu, R. C.
    Pu, D.
    Zhu, W. Q.
    SHOCK AND VIBRATION, 2016, 2016
  • [29] OPTIMAL-CONTROL FOR A CLASS OF NONLINEAR STOCHASTIC HEREDITARY-SYSTEMS
    TUDOR, C
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1989, 144 (01) : 158 - 167
  • [30] Probabilistic-Constrained Optimal Control of a Class of Stochastic Hybrid Systems
    Kobayashi, Koichi
    Matou, Koichiro
    Hiraishi, Kunihiko
    INTERNATIONAL JOURNAL OF CONTROL AUTOMATION AND SYSTEMS, 2012, 10 (05) : 897 - 904
12345