Title :
On the adaptive control of linear systems using the open-loop-feedback-optimal approach
Author :
Ku, R. ; Athans, M.
Author_Institution :
Massachusetts Institute of Technology, Cambridge, Massachusetts
Abstract :
This paper considers the suboptimal stochastic control of linear discrete-time dynamical systems with unknown or stochastically varying parameters. The sub-optimal scheme is based upon the use of the open-loop-feedback-optimal (O.L.F.O.) 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; Adaptive systems; Control systems; Linear systems; Open loop systems; Parameter estimation; Programmable control; State estimation; Stochastic systems; Time measurement;
Conference_Titel :
Decision and Control, 1972 and 11th Symposium on Adaptive Processes. Proceedings of the 1972 IEEE Conference on
Conference_Location :
New Orleans, Louisiana, USA
DOI :
10.1109/CDC.1972.269089
