Optimal adaptive control for a class of stochastic systems

Arunabha Bagchi; Han-Fu Chen

Optimal adaptive control for a class of stochastic systems

Arunabha Bagchi, Han-Fu Chen

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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 language	English
Pages	2015-2019
Publication status	Published - 1995
Event	1995 American Control Conference, ACC 1995 - Seattle, United States Duration: 21 Jun 1995 → 23 Jun 1995

Conference

Conference	1995 American Control Conference, ACC 1995
Abbreviated title	ACC
Country/Territory	United States
City	Seattle
Period	21/06/95 → 23/06/95

Keywords

IR-56017

Access to Document

Optimal_adaptive_-_bagchi

Cite this

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title = "Optimal adaptive control for a class of stochastic systems",

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",

keywords = "IR-56017",

author = "Arunabha Bagchi and Han-Fu Chen",

year = "1995",

language = "English",

pages = "2015--2019",

note = "1995 American Control Conference, ACC 1995, ACC ; Conference date: 21-06-1995 Through 23-06-1995",

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TY - CONF

T1 - Optimal adaptive control for a class of stochastic systems

AU - Bagchi, Arunabha

AU - Chen, Han-Fu

PY - 1995

Y1 - 1995

N2 - 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

AB - 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

KW - IR-56017

M3 - Paper

SP - 2015

EP - 2019

T2 - 1995 American Control Conference, ACC 1995

Y2 - 21 June 1995 through 23 June 1995

ER -