Tuning of Gaussian stochastic control systems

Author

van Schuppen, J.H.

Author_Institution

CWI, Amsterdam, Netherlands

Volume

39

Issue

11

fYear

1994

fDate

11/1/1994 12:00:00 AM

Firstpage

2178

Lastpage

2190

Abstract

A closed-loop system consisting of a control system and an adaptive controller is called tuning for a specified control objective if the real system and the ideal system defined below achieve the same value for the control objective. The real system is the system consisting of the unknown control system in closed loop with the adaptive controller in which the parameters of the adaptive controller have been determined by identification under feedback or in closed loop. The ideal system is the system consisting of the unknown control system in closed loop with a controller in which the controller has been synthesized with knowledge of the unknown control system and such that the closed-loop system satisfies the control objective. Both the Gaussian stochastic control system with full observations and with partial observations are considered. The approach to the problem is based on stochastic realization theory for Gaussian systems. The control objectives of minimum variance control and pole placement are also given. Necessary conditions for tuning are discussed

Keywords

adaptive control; closed loop systems; control system synthesis; feedback; observability; stochastic systems; tuning; Gaussian stochastic control systems; adaptive controller; closed-loop system; control objective; feedback; full observations; identification; minimum variance control; necessary conditions; partial observations; pole placement; tuning; Adaptive control; Adaptive systems; Algorithm design and analysis; Control system synthesis; Control systems; Feedback loop; Parameter estimation; Programmable control; Stochastic systems; Tuning;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.333764

Filename

333764