Optimal one-step-ahead stochastic adaptive control
نویسندگان
چکیده
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.
منابع مشابه
Market Adaptive Control Function Optimization in Continuous Cover Forest Management
Economically optimal management of a continuous cover forest is considered here. Initially, there is a large number of trees of different sizes and the forest may contain several species. We want to optimize the harvest decisions over time, using continuous cover forestry, which is denoted by CCF. We maximize our objective function, the expected present value, with consideration of stochastic p...
متن کاملA Suboptimal N-Step-Ahead Cautious Controller for Adaptive Control Applications
/ / there is little a priori knowledge of the plant parameters, the performance of certainty equivalence based adaptive controllers during the transient period, before the parameter estimates have converged, is usually less than adequate. This paper introduces a new suboptimal loss function with an N-step-ahead prediction horizon, similar in principle to standard predictive control loss functio...
متن کاملStochastic Dynamic Programming with Markov Chains for Optimal Sustainable Control of the Forest Sector with Continuous Cover Forestry
We present a stochastic dynamic programming approach with Markov chains for optimal control of the forest sector. The forest is managed via continuous cover forestry and the complete system is sustainable. Forest industry production, logistic solutions and harvest levels are optimized based on the sequentially revealed states of the markets. Adaptive full system optimization is necessary for co...
متن کاملAdaptive Control for Stochastic Systems with Unknown Parameters and Input Delay
The adaptive dual control problem of a single-in single-out (SISO) stochastic system with unknown parameters and input delay is studied in this paper. The unknown parameters are assumed to be constant but belong to a known finite set. For each group of possible model parameters, a Kalman filter is used to estimate the system state online and the posterior probability of this model can also be c...
متن کاملControl Theory and Economic Policy Optimization: The Origin, Achievements and the Fading Optimism from a Historical Standpoint
Economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers actively collaborated with economists on economic stability and feedback mechanisms. The theory of optimal control resulting from the contributio...
متن کاملذخیره 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 ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- IEEE Trans. Automat. Contr.
دوره 46 شماره
صفحات -
تاریخ انتشار 2001