Optimal adaptive sampled-data-based control of stochastic systems with compact parameter set

被引：0
|
作者：
Tan, Shuping [1 ]
机构：
[1] Beijing Inst Control Engn, Natl Lab Space Intelligent Control, POB 2729, Beijing 100190, Peoples R China
来源：
INTERNATIONAL JOURNAL OF MODELLING IDENTIFICATION AND CONTROL | 2008年 / 5卷 / 02期
基金：
中国国家自然科学基金;
关键词：
stochastic system; sampled-data-based control; adaptive control; LQG control;
D O I：
10.1504/IJMIC.2008.022017
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The problem of the Sampled-Data (SD)-based adaptive Linear Quadratic Gaussian (LQG) optimal control of linear stochastic continuous-time systems with unknown parameters and stochastic disturbances is considered in this paper. For the case where the parameters belong to a known compact set and only sampled information of the system state is available, an SD-based LQG adaptive control is designed. It is shown that the control law is optimal for the corresponding discretised system and suboptimal for the original continuous-time system.
引用
收藏
页码：122 / 126
页数：5
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