Title :
Adaptive control of stochastic bilinear systems
Author :
Hangju Cho ; Marcus, S.I.
Author_Institution :
The University of Texas at Austin, Texas
Abstract :
The minimum variance control law for bilinear systems with known parameters is shown to yield in most cases controls with infinite variance; this calls into question the use of the so-called bilinear self-tuning regulators. An adaptive weighted minimum variance controller based upon the cost with weighted control efforts is suggested for first order bilinear systems and is shown to yield boundedness of the closed loop system variables under a certain condition on the parameter estimate.
Keywords :
Adaptive control; Closed loop systems; Control systems; Costs; Nonlinear systems; Parameter estimation; Programmable control; Stochastic systems; Weight control; Yield estimation;
Conference_Titel :
Decision and Control, 1987. 26th IEEE Conference on
Conference_Location :
Los Angeles, California, USA
DOI :
10.1109/CDC.1987.272810