Optimal one-step-ahead stochastic adaptive control
Automatic Control, IEEE Transactions（2001）
摘要
An optimal indirect stochastic adaptive control is obtained explicitly for linear time-varying discrete-time systems with general delay and white noise perturbation, while minimizing the variance of the output around a desired value one step ahead. The resulting controller incorporates parameter uncertainties. The solution unifies and generalizes previously known results, which become special cases. The results are compared with a certainty equivalence controller in an example.
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关键词
adaptive control,discrete time systems,linear systems,optimal control,optimisation,predictive control,stochastic systems,white noise,certainty equivalence controller,general delay,indirect control,linear time-varying discrete-time systems,optimal one-step-ahead stochastic adaptive control,parameter uncertainties,white noise perturbation
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