Dual adaptive control based upon sensitivity functions

A new adaptive dual control solution is presented for the control of a class of multi-variable input-output systems. Both rapidly varying random parameters and constant but unknown parameters are included. The new controller modifies the cautious control design by numerator and denominator correction terms. This controller is shown to depend upon sensitivity functions of the expected future cost. A scalar example is presented to provide insight into the properties of the new dual controller. Monte-Carlo simulations are performed which show improvement over the cautious controller and the Linear Feedback Dual Controller of [1] and [2].