Pole assignment for stochastic systems with unknown coefficients

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	Pole assignment for stochastic systems with unknown coefficients
	Chen, HF ; Cao, XR
	2000-06-01
发表期刊	SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES
ISSN	1006-9321
卷号	43 期号:3 页码:313-323
摘要	This paper solves the exact pole assignment problem for the single-input stochastic systems with unknown coefficients under the controllability assumption which is necessary and sufficient for the arbitrary pole assignment for systems with known coefficients. The system noise is required to be mutually independent with zero mean and bounded second moment. Two approaches to solving the problem are proposed: One is the iterative learning approach which can be applied when the state at a fixed time can be repeatedly observed with different feedback gains; the other is the adaptive control approach which works when the trajectories satisfy a nondegeneracy condition. Both methods are essentially based on stochastic approximation, and the feedback gains are recursively given without invoking the certainty-equivalency-principle.
关键词	stochastic system leading control pole assignment adaptive control
语种	英语
WOS研究方向	Engineering ; Materials Science
WOS类目	Engineering, Multidisciplinary ; Materials Science, Multidisciplinary
WOS记录号	WOS:000088248500011
出版者	SCIENCE PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/15644
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, HF
作者单位	1.Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Lab Syst & Control, Beijing 100080, Peoples R China 2.Hong Kong Univ Sci & Technol, Dept Elect & Elect Engn, Hong Kong, Hong Kong, Peoples R China
推荐引用方式 GB/T 7714	Chen, HF,Cao, XR. Pole assignment for stochastic systems with unknown coefficients[J]. SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES,2000,43(3):313-323.
APA	Chen, HF,&Cao, XR.(2000).Pole assignment for stochastic systems with unknown coefficients.SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES,43(3),313-323.
MLA	Chen, HF,et al."Pole assignment for stochastic systems with unknown coefficients".SCIENCE IN CHINA SERIES E-TECHNOLOGICAL SCIENCES 43.3(2000):313-323.