Title :
On the adaptive control of linear systems using the open-loop-feedback-optimal approach
Author :
Ku, Richard ; Athans, Michael
Author_Institution :
Intermetrics Incorporated, Cambridge, MA, USA
fDate :
10/1/1973 12:00:00 AM
Abstract :
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with uncertain or stochastically varying parameters. The suboptimal scheme is based upon the use of the open-loop-feedback-optimal (OLFO) method. The state and parameter estimates are generated by an extended Kalman filter algorithm. Numerical results for first-order systems are presented.
Keywords :
Adaptive control; Linear systems, stochastic discrete-time; Optimal stochastic control; Stochastic optimal control; Suboptimal control; Uncertain systems; Adaptive control; Automatic control; Control systems; Linear systems; Missiles; Open loop systems; Optimal control; Parameter estimation; Resource management; Stochastic systems;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100368
