DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES

doi:10.1051/cocv:2008057

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	DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES
	Tan, Shuping 1; Zhang, Ji-Feng2
	2009-10-01
发表期刊	ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
ISSN	1262-3377
卷号	15 期号:4 页码:969-993
摘要	This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and a sufficient small control step for control updating. Under mild conditions, the closed-loop system is shown to be stable. It is found that the key factor determining the performance index is the estimation step rather than the control step. When the estimation step becomes too small, the system performance will become worse. When the estimation step is fixed, the system performance can indeed be improved by reducing the control step, but cannot reach the optimal value. The index difference between the sampled-data based adaptive LQ control and the conventional LQ optimal control is asymptotically bounded by a constant depending on the estimation step and the priori information of the parameter set.
关键词	Sampling control system Markov jump parameter adaptive control double-step approach stochastic noise least matching error estimation
DOI	10.1051/cocv:2008057
语种	英语
资助项目	Academy of Mathematics and Systems Science ; Chinese Academy of Sciences ; National Natural Science Foundation of China[90405017] ; National Natural Science Foundation of China[60674038]
WOS研究方向	Automation & Control Systems ; Mathematics
WOS类目	Automation & Control Systems ; Mathematics, Applied
WOS记录号	WOS:000270660300012
出版者	EDP SCIENCES S A
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/7418
专题	系统科学研究所
通讯作者	Tan, Shuping
作者单位	1.Beijing Inst Control Engn, Natl Lab Space Intelligent Control, Beijing 100190, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Tan, Shuping,Zhang, Ji-Feng. DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,2009,15(4):969-993.
APA	Tan, Shuping,&Zhang, Ji-Feng.(2009).DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES.ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,15(4),969-993.
MLA	Tan, Shuping,et al."DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES".ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS 15.4(2009):969-993.