𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Suboptimal control of linear stochastic multivariable systems with unknown parameters

✍ Scribed by H. El-Sherief; N.K. Sinha

Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
438 KB
Volume
18
Category
Article
ISSN
0005-1098

No coin nor oath required. For personal study only.

✦ Synopsis

An algorithm is proposed for suboptimal control of linear multivariable systems with unknown parameters and output noise covariances. This algorithm is based on the idea of explicitly separating the functions of identification, estimation and control. The parameters and states of the system are estimated in a bootstrap manner by the stochastic approximation method. A suboptimal controller is then obtained which utilizes a deterministic control gain derived using the estimates obtained from the parameter and state estimators. This suboptimal controller will approach the optimal strategy when the estimated system parameters approach their true values.

πŸ“œ SIMILAR VOLUMES

Stochastic controllability of linear sys
Stochastic controllability of linear systems with Markovian jumps
✍ M. Mariton πŸ“‚ Article πŸ“… 1987 πŸ› Elsevier Science 🌐 English βš– 272 KB

The notion of stochastic controllability for linear systems subject to Markovian jumps in parameter values is studied. An algebraic necessary and sufficient condition is obtained in terms of an easily computable rank test.