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Performance Limits in Adaptive Control

Sternby, Jan (1978) In Technical Reports
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.
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author
organization
publishing date
type
Book/Report
publication status
published
subject
in
Technical Reports
issue
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
2016-02-27 21:19:49
date last changed
2017-05-03 12:05:14
@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},
  number       = {TFRT-7145},
  series       = {Technical Reports},
  title        = {Performance Limits in Adaptive Control},
  year         = {1978},
}