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.
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页码：485 / 498
页数：13
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