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.
|Number of pages||14|
|Journal||Sadhana : academy proceedings in engineering sciences|
|Publication status||Published - 1997|
- tracking problem
- ELS-based estimator
- Stochastic adaptive control