Adaptive control of a class of linear stochastic systems with continuous and discrete unknown parameters
作者:
TADASHI ISHIHARA,
HIROSHI TAKEDA,
期刊:
International Journal of Control
(Taylor Available online 1982)
卷期:
Volume 36,
issue 6
页码: 1045-1057
ISSN:0020-7179
年代: 1982
DOI:10.1080/00207178208932953
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
This paper considers the adaptive control of a class of single-input linear stochastic systems where unknown parameters in the gain vector are gaussian random variables while other unknown parameters are discrete ones. The optimal state and parameter estimator using the parallel operation of the Kalman filters are constructed and the algorithm of the suhoptimal control based on the well-known open-loop feedback optimal (OLFO) method is derived. Since the OLFO control requires extensive on-line computation, a simple suboptimal control which makes full use of the parallel structure of the estimator is proposed. The performance level and the qualitative properties of both suboptimal controls are studied by using the Monte Carlo simulation.
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