Optimal adaptive control for a class of stochastic systems

Arunabha Bagchi, Han-Fu Chen

    Research output: Contribution to conferencePaperAcademic

    76 Downloads (Pure)

    Abstract

    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
    Pages2015-2019
    Publication statusPublished - 1995
    Event1995 American Control Conference, ACC 1995 - Seattle, United States
    Duration: 21 Jun 199523 Jun 1995

    Conference

    Conference1995 American Control Conference, ACC 1995
    Abbreviated titleACC
    CountryUnited States
    CitySeattle
    Period21/06/9523/06/95

    Keywords

    • IR-56017

    Fingerprint Dive into the research topics of 'Optimal adaptive control for a class of stochastic systems'. Together they form a unique fingerprint.

    Cite this