Title :
Comments on "An algorithm for a solution of a stochastic adaptive linear quadratic optimal control problem
Author :
Bayard, David S.
Author_Institution :
Jet Propulsion Lab., California Inst. of Technol., Pasadena, CA, USA
fDate :
3/1/1989 12:00:00 AM
Abstract :
It is shown that there is an inconsistency in the derivation of the adaptive estimation equations by R. Rishel and L. Harris (see ibid., vol.AC-31, p.1165-70, Dec. 1986). An extra condition that is required is noted.<>
Keywords :
adaptive control; optimal control; stochastic systems; adaptive control; adaptive estimation equations; linear quadratic optimal control; stochastic control; Adaptive control; Adaptive estimation; Control design; Equations; Navigation; Optimal control; Programmable control; Recursive estimation; Stochastic processes; Wiener filter;
Journal_Title :
Automatic Control, IEEE Transactions on
