Title :
Adaptive LQG regulator via the separation principle
Author :
Morimoto, Hiroaki
Author_Institution :
Dept. of Math., Ehime Univ., Matsuyama, Japan
fDate :
1/1/1990 12:00:00 AM
Abstract :
The continuous-time linear quadratic adaptive control problem with average cost per unit time is studied. It is shown that a consistent estimator of an unknown parameter and the optimal control can be obtained by using the separation principle, which decomposes the problem into two parts: to find the consistent estimator in the case without controls; and to solve the Riccati equation in the LQ regulator problem with the parameter estimate replacing the unknown parameter
Keywords :
adaptive control; optimal control; parameter estimation; LQG regulator; Riccati equation; average cost per unit time; continuous-time linear quadratic adaptive control; optimal control; parameter estimation; separation principle; Adaptive control; Automatic control; Control systems; Cost function; Delay; Optimal control; Polynomials; Regulators; Silicon compounds; Stochastic resonance;
Journal_Title :
Automatic Control, IEEE Transactions on
