Title :
The linear regulator problem for systems with a distribution of parameters
Author :
Aczon, M. ; Banks, H.T. ; Fitzpatrick, B.G.
Author_Institution :
Dept. of Math., Harvey Mudd Coll., Claremont, CA, USA
Abstract :
An adaptation of the linear regulator problem to handle systems depending on parameters that are unknown is discussed. A probability distribution quantifies the uncertainty in the parameter, and this distribution is used in a quadratic cost functional. This approach leads to an extension of the state space, treating the state variable as a function of the parameter. Minimizing this cost gives rise to Riccati equations in the new state space. Moreover, using a Bayesian updating scheme, one can refine the probability distribution and develop an adaptive controller
Keywords :
Bayes methods; distributed parameter systems; linear systems; probability; state-space methods; Bayesian updating scheme; Riccati equations; adaptive controller; distributed parameter systems; linear regulator problem; probability distribution; quadratic cost functional; state space; Adaptive control; Bayesian methods; Control systems; Cost function; Open loop systems; Parameter estimation; Probability distribution; Programmable control; Regulators; Riccati equations; State-space methods; Symmetric matrices; Uncertainty;
Conference_Titel :
Decision and Control, 1992., Proceedings of the 31st IEEE Conference on
Conference_Location :
Tucson, AZ
Print_ISBN :
0-7803-0872-7
DOI :
10.1109/CDC.1992.371533
