Title :
Optimal one-step-ahead stochastic adaptive control
Author :
Shahrrava, Behnam ; Aplevich, J.D.
Author_Institution :
Dept. of Electr. & Comput. Eng., McMaster Univ., Hamilton, Ont., Canada
fDate :
5/1/2001 12:00:00 AM
Abstract :
An optimal indirect stochastic adaptive control is obtained explicitly for linear time-varying discrete-time systems with general delay and white noise perturbation, while minimizing the variance of the output around a desired value one step ahead. The resulting controller incorporates parameter uncertainties. The solution unifies and generalizes previously known results, which become special cases. The results are compared with a certainty equivalence controller in an example
Keywords :
adaptive control; discrete time systems; linear systems; optimal control; optimisation; predictive control; stochastic systems; white noise; certainty equivalence controller; general delay; indirect control; linear time-varying discrete-time systems; optimal one-step-ahead stochastic adaptive control; parameter uncertainties; white noise perturbation; Adaptive control; Colored noise; Delay; Optimal control; Predictive models; Stochastic processes; Stochastic resonance; Stochastic systems; Time varying systems; White noise;
Journal_Title :
Automatic Control, IEEE Transactions on
