2014
DOI: 10.1002/asjc.942
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Adaptive Dual Control of Discrete‐Time Lqg Problems with Unknown‐But‐Bounded Parameter

Abstract: The dual control for a class of discrete‐time linear‐quadratic Gaussian (LQG) problems is studied in this paper, where there exist unknown‐but‐bounded parameter uncertainties both in the state equation and the observation equation. It is assumed that the unknown parameter belongs to a known bounded interval. To achieve the adaptive dual control, a subdivision for the continuous bounded interval is used, thus, the computational tractability is ensured. Based on such subdivision, the adaptive dual controller dev… Show more

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Cited by 7 publications
(3 citation statements)
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“…The main idea of the dual control is to make a correct balance between the control action and the probing action, that is, on the one hand, it drives the system to the desired output, on the other hand, it learns the unknown parameters actively and quickly to reduce the uncertainty for future control improvement. [14][15][16][17][18][19][20] However, the essence of dual control is an optimization of an overall stage. Due to the existence of unknown parameters in the system, the dual controller cannot be solved analytically, and it requires extensive numerical computations even for only very simple examples.…”
Section: Introductionmentioning
confidence: 99%
“…The main idea of the dual control is to make a correct balance between the control action and the probing action, that is, on the one hand, it drives the system to the desired output, on the other hand, it learns the unknown parameters actively and quickly to reduce the uncertainty for future control improvement. [14][15][16][17][18][19][20] However, the essence of dual control is an optimization of an overall stage. Due to the existence of unknown parameters in the system, the dual controller cannot be solved analytically, and it requires extensive numerical computations even for only very simple examples.…”
Section: Introductionmentioning
confidence: 99%
“…In this paper, a soft switching among multiple models is realized by means of the dual adaptive control method. Since Feldbaum first proposed the dual control method for the autoregressive moving average (ARMA) model with unknown parameters, after more than half a century of research, it has been proved that dual control can optimize the system toward the desired target on one hand, and on the other hand, it can actively collect information and guarantee the unknown parameter estimation process [13][14][15].…”
Section: Introductionmentioning
confidence: 99%
“…Besides uncertainties of external interference, there are uncertainties in internal parameters in industrial systems . For the latter uncertainties, there are different cases in some specific systems.…”
Section: Introductionmentioning
confidence: 99%