Title :
Model adaptive dual control of MIMO stochastic systems
Author :
Wenk, C.J. ; Bar-Shalom, Y.
Author_Institution :
University of Connecticut, Storrs, Connecticut
Abstract :
An adaptive dual control algorithm is presented for multiple-input, multiple output (MIMO) linear systems with input and output noise and unknown parameters. The system parameters are assumed to belong to a finite set on which a prior probability distribution is available. The difficulties in characterizing the future evolution if MIMO system information as required by the dynamic programming are overcome through a novel way of using preposterior analysis. This provides a probabilistic characterization of the future adaptation process and allows the controller to take advantage of the dual effect.
Keywords :
Adaptive control; Adaptive systems; Control systems; Dynamic programming; Information analysis; Linear systems; MIMO; Probability distribution; Programmable control; Stochastic systems;
Conference_Titel :
Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
Conference_Location :
San Diego, CA, USA
DOI :
10.1109/CDC.1981.269329