Implicit dual controller based on stochastic integration rule

Flídr, Miroslav; Šimandl, Miroslav

doi:10.23919/ecc.2013.6669569

Cited by 5 publications

(1 citation statement)

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“…The implicit type of dual control methods either approximate the Bellman function or the probability density functions and make it possible to solve the optimization problem for longer or full control horizon [3]- [5]. The employed approximation techniques make it possible to solve the optimization problem for longer or full control horizon and while retaining the dual features of the control.…”

Section: Introductionmentioning

confidence: 99%

A simplified parametrization of the criterion for the prediction error dual controller

Flídr

Šimandl

2015

2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR)

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This paper deals with analysis of suboptimal dual controller design for linear discrete time stochastic system with uncertain parameters. The design of the dual controller is based on augmentation of the criterion with suitable measure of the parameters uncertainty in order to explicitly ensure the probing property of the control law. As the uncertainty measure the weighted prediction error of the augmented state is chosen. This approach provides very good quality of the resulting control compared to other explicit dual control method. The drawback of the method can be, however, seen in the lack of methodology for selection of the supplemental weighting matrix. The aim of this article is thus to provide insight into a way how to chose this supplemental weighting matrix with minimum necessary optional parameters.

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Section: Introductionmentioning

confidence: 99%