DocumentCode
416537
Title
Optimal nominal dual control for discrete-time LQG problem with unknown parameters
Author
Li, Duan ; Fu, Peilin ; Qian, Fucai
Author_Institution
Chinese Univ. of Hong Kong, Shatin, China
Volume
1
fYear
2003
fDate
4-6 Aug. 2003
Firstpage
476
Abstract
The dual control for a class of discrete-time LQG problem with unknown parameters is studied in this paper. The best possible (partial) closed-loop feedback control law is derived by exploring the future nominal posterior probabilities, thus taking into account the effect of future learning when constructing the optimal nominal control problem.
Keywords
closed loop systems; discrete time systems; dynamic programming; feedback; linear quadratic Gaussian control; optimal control; stochastic processes; closed-loop feedback control law; discrete-time LQG problem; dynamic programming; nominal posterior probabilities; optimal nominal dual control; stochastic control;
fLanguage
English
Publisher
ieee
Conference_Titel
SICE 2003 Annual Conference
Conference_Location
Fukui, Japan
Print_ISBN
0-7803-8352-4
Type
conf
Filename
1323396
Link To Document