Adaptive continuous-time linear quadratic Gaussian control

CSpace

	Adaptive continuous-time linear quadratic Gaussian control
	Duncan, TE ; Guo, L ; Pasik-Duncan, B
	1999-09-01
发表期刊	IEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN	0018-9286
卷号	44 期号:9 页码:1653-1662
摘要	The adaptive linear quadratic Gaussian control problem, where the linear transformation of the state A and the linear transformation of the control B are unknown, is solved assuming only that (A, B) is controllable and (A, Q(1)(1/2)) is observable, where Q(1), determines the quadratic form for the state in the integrand of the cost functional, A weighted least squares algorithm is modified by using a random regularization to ensure that the family of estimated models is uniformly controllable and observable. A diminishing excitation is used with the adaptive control to ensure that the family of estimates is strongly consistent. A lagged certainty equivalence control using this family of estimates is shown to be self-optimizing for an ergodic, quadratic cost functional.
关键词	adaptive control least-squares linear-quadratic-Gaussian linear stochastic systems optimality
语种	英语
WOS研究方向	Automation & Control Systems ; Engineering
WOS类目	Automation & Control Systems ; Engineering, Electrical & Electronic
WOS记录号	WOS:000082501400002
出版者	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14322
专题	中国科学院数学与系统科学研究院
通讯作者	Duncan, TE
作者单位	1.Univ Kansas, Dept Math, Lawrence, KS 66045 USA 2.Chinese Acad Sci, Inst Syst Sci, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Duncan, TE,Guo, L,Pasik-Duncan, B. Adaptive continuous-time linear quadratic Gaussian control[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1999,44(9):1653-1662.
APA	Duncan, TE,Guo, L,&Pasik-Duncan, B.(1999).Adaptive continuous-time linear quadratic Gaussian control.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,44(9),1653-1662.
MLA	Duncan, TE,et al."Adaptive continuous-time linear quadratic Gaussian control".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 44.9(1999):1653-1662.