Optimal adaptive control for a class of stochastic systems


Bagchi, Arunabha and Chen, Han-Fu (1995) Optimal adaptive control for a class of stochastic systems. In: American Control Conference, June 21-23, 1995, Seattle, Washington (pp. pp. 2015-2019).

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Abstract:We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law we show that the resulting control achieves optimal cost in the limit, while simultaneously the unknown parameters converge to their true values
Item Type:Conference or Workshop Item
Copyright:© 1995 IEEE
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/56017
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