Continuous time adaptive LQG control

Author

Chen, H.F. ; Duncan, T.E. ; Pasik-Duncan, B.

Author_Institution

Inst. of Syst. Sci., Acad. Sinica, Beijing, China

fYear

1992

fDate

1992

Firstpage

3227

Abstract

An adaptive control problem is described and its solution for a completely observed, continuous time, linear stochastic system with an ergodic quadratic cost criterion is given. The linear transformations A of the state and B of the control are assumed to be unknown. Assuming only that A is stable, and that the pair, A and the linear transformation of the noise, is controllable, and using a diminishing excitation control, it is shown that a family of least squares estimates is strongly consistent. An adaptive control using switches that is self optimizing for an ergodic, quadratic cost criterion is presented

Keywords

adaptive control; least squares approximations; linear systems; optimal control; parameter estimation; self-adjusting systems; stochastic systems; continuous time adaptive LQG control; diminishing excitation control; ergodic quadratic cost criterion; least squares estimates; linear transformations; self optimising control; Adaptive control; Control systems; Cost function; Differential equations; Least squares approximation; Linear systems; Mathematics; Programmable control; Stochastic systems; Switches; Time measurement;

fLanguage

English

Publisher

ieee

Conference_Titel

Decision and Control, 1992., Proceedings of the 31st IEEE Conference on

Conference_Location

Tucson, AZ

Print_ISBN

0-7803-0872-7

Type

conf

DOI

10.1109/CDC.1992.371233

Filename

371233