DocumentCode
2255605
Title
Optimal adaptive control for a class of stochastic systems
Author
Bagchi, Arunabha ; Chen, Han-Fu
Author_Institution
Dept. of Appl. Math., Twente Univ., Enschede, Netherlands
Volume
3
fYear
1995
fDate
21-23 Jun 1995
Firstpage
2015
Abstract
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
Keywords
adaptive control; aircraft control; discrete time systems; linear quadratic control; state-space methods; stochastic systems; tracking; adaptive control; aircraft control; discrete time dynamical systems; linear-quadratic adaptive tracking; optimal control; state-space; stochastic systems; Adaptive control; Aerospace control; Aircraft; Control systems; Cost function; Gaussian noise; Mathematics; Optimal control; Stochastic processes; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, Proceedings of the 1995
Conference_Location
Seattle, WA
Print_ISBN
0-7803-2445-5
Type
conf
DOI
10.1109/ACC.1995.531244
Filename
531244
Link To Document