An actively adaptive control policy for linear models

Author

Pronzato, L. ; Kulcsár, C. ; Walter, E.

Author_Institution

CNRS, Valbonne, France

Volume

41

Issue

6

fYear

1996

fDate

6/1/1996 12:00:00 AM

Firstpage

855

Lastpage

858

Abstract

Considers the quadratic optimal control of a discrete-time linear system with unknown parameters. The control action affects both the future behavior of the system and the precision of the future state and parameter estimates (dual effect). Using the information matrix, the posterior uncertainty on the parameters can be predicted, in order to design an actively adaptive control policy. The case of an autoregressive model is considered. Illustrative examples are presented, together with possible extensions and remaining open questions

Keywords

adaptive control; autoregressive processes; control system synthesis; discrete time systems; optimal control; parameter estimation; state estimation; uncertain systems; actively adaptive control policy; autoregressive model; discrete-time linear system; future behavior; information matrix; linear models; posterior uncertainty; precision; quadratic optimal control; Adaptive control; Control systems; Dynamic programming; Feedback control; Linear systems; Optimal control; Parameter estimation; State estimation; Stochastic processes; Uncertainty;

fLanguage

English

Journal_Title

Automatic Control, IEEE Transactions on

Publisher

ieee

ISSN

0018-9286

Type

jour

DOI

10.1109/9.506238

Filename

506238