Adaptive Dual Control of Discrete‐Time Lqg Problems with Unknown‐But‐Bounded Parameter
Authors:
- Fucai QianFQFucai Qian
- Jiaoru HuangJHJiaoru Huang
- Ding LiuDLDing Liu
- Shaolin HuSHShaolin Hu
- 23 July 2014
- journal article
- research article
- Published by Wiley in Asian Journal of Control
- Vol. 17 (3) , 942-951
Abstract
The dual control for a class of discrete‐time linear‐quadratic Gaussian (LQG) problems is studied in this paper, where there exist unknown‐but‐bounded parameter uncertainties both in the state equation and the observation equation. It is assumed that the unknown parameter belongs to a known bounded interval. To achieve the adaptive dual control, a subdivision for the continuous bounded interval is used, thus, the computational tractability is ensured. Based on such subdivision, the adaptive dual controller developed can learn a more accurate interval that contains the true value of the unknown parameter with a learning error given in advance. The performance of the controller is illustrated with two examples.Keywords
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