Performance Limits in Adaptive Control
(1978) In Technical Reports TFRT-7145- Abstract
- Minimum variance control of difference equations systems with time-varying stochastic parameters are studied. The optimal control law is derived under the assumption that all previous, but not the current parameter values are known. This is used to give performance limits for dual control. In particular, it is shown that too much parameter uncertainty may cause the system to be unstable in the sense of mean square, whatever control law is used. Furthermore, it is shown that the optimal system may show a behaviour that makes it difficult to test suboptimal control laws using simulation studies.
This work was financially supported by the Swedish Board for Technical Development under contract No. 76-3804.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/8601383
- author
- Sternby, Jan
- organization
- publishing date
- 1978
- type
- Book/Report
- publication status
- published
- subject
- in
- Technical Reports TFRT-7145
- publisher
- Department of Automatic Control, Lund Institute of Technology (LTH)
- ISSN
- 0346-5500
- language
- English
- LU publication?
- no
- id
- 242a823a-fdc9-4905-a00d-8029bb0fdca2 (old id 8601383)
- date added to LUP
- 2016-04-01 16:48:38
- date last changed
- 2018-12-17 10:16:31
@techreport{242a823a-fdc9-4905-a00d-8029bb0fdca2, abstract = {{Minimum variance control of difference equations systems with time-varying stochastic parameters are studied. The optimal control law is derived under the assumption that all previous, but not the current parameter values are known. This is used to give performance limits for dual control. In particular, it is shown that too much parameter uncertainty may cause the system to be unstable in the sense of mean square, whatever control law is used. Furthermore, it is shown that the optimal system may show a behaviour that makes it difficult to test suboptimal control laws using simulation studies.<br/><br/>This work was financially supported by the Swedish Board for Technical Development under contract No. 76-3804.}}, author = {{Sternby, Jan}}, institution = {{Department of Automatic Control, Lund Institute of Technology (LTH)}}, issn = {{0346-5500}}, language = {{eng}}, series = {{Technical Reports TFRT-7145}}, title = {{Performance Limits in Adaptive Control}}, url = {{https://lup.lub.lu.se/search/files/24860459/7145.pdf}}, year = {{1978}}, }