Optimal adaptive control for a class of stochastic systems

Arunabha Bagchi, Han-Fu Chen

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    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
    Original languageEnglish
    Publication statusPublished - 1995
    Event1995 American Control Conference, ACC 1995 - Seattle, United States
    Duration: 21 Jun 199523 Jun 1995


    Conference1995 American Control Conference, ACC 1995
    Abbreviated titleACC
    Country/TerritoryUnited States


    • IR-56017

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