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

fYear

1992

fDate

1992

Firstpage

1168

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;

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.1992.371533

Filename

371533