Certainty equivalence implies detectability 1

نویسندگان

  • J. P. Hespanha
  • A. S. Morse
چکیده

It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error ep, for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certainty equivalence implies detectability has been known for some time – this has been shown to be so whenever the process model is linear and the controller and estimator models are also linear for every frozen value of p. In this paper, use is made of recently introduced concepts of input-to-state stability and detectability for nonlinear systems to prove that the same implication is valid in a more general, nonlinear setting.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Certainty Equivalence Implies Detectability

It is shown that any stabilizing, certainty equivalence control used within an adaptive control system, causes the familiar interconnection of a controlled process and associated output estimator to be detectable through the estimator's output error e p , for every frozen value of the index or parameter vector p upon which both the estimator and controller dynamics depend. The fact that certain...

متن کامل

Empirical justification of the uncertain equivalence method

The uncertain equivalence method (UE) is a newly proposed technique for elicitation of 1-D utilities in the case of monotonic preferences. Previous publications argue that the rationale behind the introduction of this technique is that UE estimates are not influenced by certainty effect, UE elicits points that well describe the curvature of the utility function, which is somewhat closer to the ...

متن کامل

Certainty equivalence control with forcing: revisited

Certainty equivalence control with forcing has been shown to be optimal for several stochastic adaptive control problems with the average cost per unit time criterion. Recently researchers have started looking at stochastic adaptive control problems with a view to minimizing the rate of increase of the learning loss. This criterion is stronger than the average cost per unit time criterion. Cert...

متن کامل

Detectability in Stochastic Discrete Event Systems

In this paper we define and analyze notions of detectability in stochastic discrete event systems (SDES). More specifically, we introduce the notions of A-detectability and AA-detectability which focus on characterizing our ability to estimate the true current state of a given SDES with increasing certainty as we observe more output symbols. We discuss observer-based techniques that can be used...

متن کامل

Certainty Equivalence for Determination of Optimal Fertilizer Application Rates with Carry - over

This note demonstrates that a certain class of stochastic problems for determination of optimal fertilizer application rates in the presence of fertilizer carry-over can be simplified to static, certainly equivalent problems. Conditions required for certainty equivalence to hold are: (1) fertilizer carry-over is agronomically equivalent to applied fertilizer; and (2) some addition of fertilizer...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1998