NDLI: Stochastic adaptive control of a continuous-time, linear periodic system with unknown baseline shift

Content Provider	IEEE Xplore Digital Library
Author	Frei, M.G.
Copyright Year	1993
Description	Author affiliation: Dept. of Math., Kansas Univ., Lawrence, KS, USA (Frei, M.G.)
Abstract	Considers the problem of optimal control for a linear, time-varying system with periodic coefficients and quadratic cost in the case when an unknown periodic baseline shift is present. The author studies the estimation of this periodic parameter under arbitrary control inputs using a time-weighted least squares procedure. The author proves that the estimator converges a.s. to a piecewise constant approximation of the true parameter. The author then studies the problem of adaptive control using a certainty-equivalent controller based on this estimator. The author proves that this adaptive control is both admissible and /spl epsiv/-optimal. Finally, a simulation is included to illustrate the results herein.<>
Starting Page	1591
Ending Page	1596
File Size	392799
Page Count	6
File Format	PDF
ISBN	0780312988
DOI	10.1109/CDC.1993.325455
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	1993-12-15
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Stochastic systems Adaptive control Cost function Least squares approximation Optimal control Time varying systems Riccati equations Control systems Mathematics Discrete wavelet transforms
Content Type	Text
Resource Type	Article

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Stochastic adaptive control of a continuous-time, linear periodic system with unknown baseline shift