Title :
Optimal adaptive control for a class of stochastic systems
Author :
Bagchi, Arunabha ; Chen, Han-Fu
Author_Institution :
Dept. of Appl. Math., Twente Univ., Enschede, Netherlands
Abstract :
We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law we show that the resulting control achieves optimal cost in the limit, while simultaneously the unknown parameters converge to their true values
Keywords :
adaptive control; aircraft control; discrete time systems; linear quadratic control; state-space methods; stochastic systems; tracking; adaptive control; aircraft control; discrete time dynamical systems; linear-quadratic adaptive tracking; optimal control; state-space; stochastic systems; Adaptive control; Aerospace control; Aircraft; Control systems; Cost function; Gaussian noise; Mathematics; Optimal control; Stochastic processes; Stochastic systems;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.531244
