Sciweavers

Share
SIAMCO
2000

Adaptive LQG Control of Input-Output Systems---A Cost-biased Approach

10 years 1 months ago
Adaptive LQG Control of Input-Output Systems---A Cost-biased Approach
In this paper, we consider linear systems in input-output form and introduce a new adaptive linear quadratic Gaussian (LQG) control scheme which is shown to be self-optimizing. The identification algorithm incorporates a cost-biasing term, which favors the parameters with smaller LQG optimal cost and a second term that aims at moderating the time-variability of the estimate. The corresponding closed-loop scheme is proven to be stable and to achieve an asymptotic LQG cost equal to the one obtained under complete knowledge of the true system (self-optimization). The results of this paper extend in a nontrivial way previous results established along the costbiased approach in other settings. Key words. LQG adaptive control, least squares identification, cost-biased identification, selfoptimality AMS subject classifications. 93E20, 93E15, 93E24, 49L20 PII. S0363012999366369
Maria Prandini, Marco C. Campi
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2000
Where SIAMCO
Authors Maria Prandini, Marco C. Campi
Comments (0)
books