• DocumentCode
    812692
  • Title

    On the adaptive control of linear systems using the open-loop-feedback-optimal approach

  • Author

    Ku, Richard ; Athans, Michael

  • Author_Institution
    Intermetrics Incorporated, Cambridge, MA, USA
  • Volume
    18
  • Issue
    5
  • fYear
    1973
  • fDate
    10/1/1973 12:00:00 AM
  • Firstpage
    489
  • Lastpage
    493
  • Abstract
    This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
  • Keywords
    Adaptive control; Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Suboptimal control; Uncertain systems; Adaptive control; Automatic control; Control systems; Linear systems; Missiles; Open loop systems; Optimal control; Parameter estimation; Resource management; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100368
  • Filename
    1100368