𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A new adaptive LQG control algorithm

✍ Scribed by Kailash Birmiwal

Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
463 KB
Volume
8
Category
Article
ISSN
0890-6327

No coin nor oath required. For personal study only.

✦ Synopsis

A new control algorithm is developed for the discrete time, finite horizon adaptive LQG problem. In the new algorithm, randomization over linear control functions is performed at future stages to find a deterministic desired control U ( k ) at the current stage. This randomized linear control policy, which is U(k)-dependent and non-linear in measurements, incorporates explicitly the knowledge available about the unknown parameter at future stages in terms of the posterior distribution. At the same time it enables us to obtain a closed form expression of an approximation of the optimal control-cost function. Numerical examples comparing the new solution with the optimal are also provided.

KEY WORDS Adaptive linear quadratic Gaussian control

?

Another controller, called the dual controller (see e.g. References 1, 3 and 5 ) , incorporates in its determination of the control at the current stage that future measurements will be available and that control functions of future stages will use knowledge available about the unknown parameter. If the former feature holds true, then we have a closed loop controller. A dual controller fixes a priori a control policy for future stages and then obtains an approximation of the (expected) cost which is minimized to determine the desired control at

This paper was recommended for publication by editor M. J, Grimble

πŸ“œ SIMILAR VOLUMES

Adaptive LQG control of positive real sy
Adaptive LQG control of positive real systems
✍ R. Garrido-Moctezuma; D. A. Suarez; R. Lozano πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 139 KB πŸ‘ 1 views

An adaptive control law for PR plants is proposed. The main feature of this approach is that the role of adaptation is not to stabilize the plant but to improve performance. The plant is identified using a standard least-squares algorithm and through a suitably defined parameter modification, the pl

Adaptive lqg controller with loop transf
Adaptive lqg controller with loop transfer recovery
✍ T. T. Tay; J. B. Moore πŸ“‚ Article πŸ“… 1991 πŸ› John Wiley and Sons 🌐 English βš– 748 KB

In this paper we propose for scalar plants an adaptive LQG controller with adaptive input sensitivity function/loop transfer recovery of an associated adaptive LQ design. The sensitivity recovery can be viewed as a frequency-shaped loop recovery where the weights involve a sensitivity function. The

Amplitude-constrained adaptive lqg contr
Amplitude-constrained adaptive lqg control of first-order systems
✍ A. KrΓ³likowski πŸ“‚ Article πŸ“… 1995 πŸ› John Wiley and Sons 🌐 English βš– 725 KB

This paper considers the problem of adaptive LQG control design when the system control input is subject to an amplitude constraint. A first-order stochastic system is considered mainly because its output can be satisfactorily described by a Gaussian probability density function (PDF) or can be calc