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- Title
Adaptive Dual Control of Discrete-Time Lqg Problems with Unknown-But-Bounded Parameter.
- Authors
Qian, Fucai; Huang, Jiaoru; Liu, Ding; Hu, Shaolin
- Abstract
The dual control for a class of discrete-time linear-quadratic Gaussian (LQG) problems is studied in this paper, where there exist unknown-but-bounded parameter uncertainties both in the state equation and the observation equation. It is assumed that the unknown parameter belongs to a known bounded interval. To achieve the adaptive dual control, a subdivision for the continuous bounded interval is used, thus, the computational tractability is ensured. Based on such subdivision, the adaptive dual controller developed can learn a more accurate interval that contains the true value of the unknown parameter with a learning error given in advance. The performance of the controller is illustrated with two examples.
- Subjects
GAUSSIAN basis sets (Quantum mechanics); DISCRETE choice models; TIME perception; GAUSSIAN mixture models; PROGRAMMABLE controllers
- Publication
Asian Journal of Control, 2015, Vol 17, Issue 3, p942
- ISSN
1561-8625
- Publication type
Article
- DOI
10.1002/asjc.942