An actively adaptive control policy for linear models

被引：16

作者：

Pronzato, L ^{[1
]}

Kulcsar, C ^{[1
]}

Walter, E ^{[1
]}

机构：

[1] SUPELEC,CNRS,SIGNAUX & SYST LAB,F-91192 GIF SUR YVETTE,FRANCE

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1996年 / 41卷 / 06期

关键词：

D O I：

10.1109/9.506238

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We consider the quadratic optimal control of a discrete-time linear system with unknown parameters, The control action affects both the future behavior of the system and the precision of the future state and parameter estimates (dual effect), Using the information matrix, the posterior uncertainty on the parameters can be predicted, in order to design an actively adaptive control policy. The case of an autoregressive model is considered. Illustrative examples are presented, together with possible extensions and remaining open questions.

引用

页码：855 / 858

页数：4

共 18 条

[1]

Anderson B.D.O., 1989, Optimal Control: Linear Quadratic Methods

[2]

Astrom K. J., 1989, Adaptive Control, V2nd

[3]

ASTROM KJ, 1983, P NAT CNRS C DEV UT, P741

[4]

BARSHALOM Y, 1983, P NAT CNRS C DEV UT, P759

[5]

Box GE., 2011, BAYESIAN INFERENCE S

[6]

Feldbaum A., 1965, Optimal Control Systems

[7]

Goodwin Graham Clifford, 1977, MATH SCI ENG, V136

[8] OPTIMAL EXPERIMENTAL-DESIGN AND THERAPEUTIC DRUG-MONITORING [J].

KULCSAR, C ;

PRONZATO, L ;

WALTER, E .

INTERNATIONAL JOURNAL OF BIO-MEDICAL COMPUTING, 1994, 36 (1-2) :95-101

[9]

KULCSAR C, 1995, P 3 EUR CONTR C, V1, P55

[10]

KULCSAR C, 1995, THESIS U PARIS 11 OR

← 1 2 →