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Analysis of Approximations to Dual Control

Lindoff, Bengt LU ; Holst, Jan LU and Wittenmark, Björn LU (1999) In Int. J. Adaptive Control and Signal Processing 13. p.593-620
Abstract
The dual control problem for time-varying or non-linear systems is inherently analytically and computationally untractable due to the demand of alternating minimizations and mean value computations. Hence, it has to be approached using approximations leading to suboptimal dual control. The core of the successful approximative controller is its ability to be able to consider future changes in the development of the parameters. This paper presents an analysis of the dual-control concept, and a comparison between a number of suboptimal controllers. The analytical comparisons are based on a reformulation of the dual-control problem. The reformulation makes it possible to interpret and understand the nature of the different approximations to... (More)
The dual control problem for time-varying or non-linear systems is inherently analytically and computationally untractable due to the demand of alternating minimizations and mean value computations. Hence, it has to be approached using approximations leading to suboptimal dual control. The core of the successful approximative controller is its ability to be able to consider future changes in the development of the parameters. This paper presents an analysis of the dual-control concept, and a comparison between a number of suboptimal controllers. The analytical comparisons are based on a reformulation of the dual-control problem. The reformulation makes it possible to interpret and understand the nature of the different approximations to dual control, in particular the Adaptive Predictive Controller (APC) and the Active Suboptimal Dual Controller (ASOD). Furthermore, it makes the origin of the computational problems encountered more clear, and suggests new alternatives for approximation. The analysis is carried through on relatively simple examples and is illustrated with simulations. The performance of the controllers when applied to more complicated time-varying systems is illustrated with simulations as well. (Less)
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organization
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Contribution to journal
publication status
published
subject
keywords
Dual control, stochastic control, stochastic systems, time-varying systems
in
Int. J. Adaptive Control and Signal Processing
volume
13
pages
593 - 620
external identifiers
  • Scopus:0033308807
language
English
LU publication?
yes
id
06dc607c-6535-48fe-8526-f850aee8c62d (old id 4780087)
date added to LUP
2014-11-23 11:27:42
date last changed
2016-10-13 04:59:48
@misc{06dc607c-6535-48fe-8526-f850aee8c62d,
  abstract     = {The dual control problem for time-varying or non-linear systems is inherently analytically and computationally untractable due to the demand of alternating minimizations and mean value computations. Hence, it has to be approached using approximations leading to suboptimal dual control. The core of the successful approximative controller is its ability to be able to consider future changes in the development of the parameters. This paper presents an analysis of the dual-control concept, and a comparison between a number of suboptimal controllers. The analytical comparisons are based on a reformulation of the dual-control problem. The reformulation makes it possible to interpret and understand the nature of the different approximations to dual control, in particular the Adaptive Predictive Controller (APC) and the Active Suboptimal Dual Controller (ASOD). Furthermore, it makes the origin of the computational problems encountered more clear, and suggests new alternatives for approximation. The analysis is carried through on relatively simple examples and is illustrated with simulations. The performance of the controllers when applied to more complicated time-varying systems is illustrated with simulations as well.},
  author       = {Lindoff, Bengt and Holst, Jan and Wittenmark, Björn},
  keyword      = {Dual control,stochastic control,stochastic systems,time-varying systems},
  language     = {eng},
  pages        = {593--620},
  series       = {Int. J. Adaptive Control and Signal Processing},
  title        = {Analysis of Approximations to Dual Control},
  volume       = {13},
  year         = {1999},
}