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Performance Limits in Adaptive Control

Sternby, Jan (1979) In IEEE Transactions on Automatic Control 24(4). p.645-647
Abstract
Minimum variance control of difference equation 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 mean-square sense, whatever control law is used. Furthermore, it is shown that the optimal system may show a behavior that makes it difficult to test suboptimal control laws using simulation studies.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IEEE Transactions on Automatic Control
volume
24
issue
4
pages
645 - 647
publisher
IEEE--Institute of Electrical and Electronics Engineers Inc.
ISSN
0018-9286
DOI
0.1109/TAC.1979.1102103
language
English
LU publication?
no
id
c6662c99-70c9-4f34-844f-8880a99133d4
date added to LUP
2018-12-16 19:23:05
date last changed
2018-12-17 10:16:32
@article{c6662c99-70c9-4f34-844f-8880a99133d4,
  abstract     = {Minimum variance control of difference equation 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 mean-square sense, whatever control law is used. Furthermore, it is shown that the optimal system may show a behavior that makes it difficult to test suboptimal control laws using simulation studies.},
  author       = {Sternby, Jan},
  issn         = {0018-9286},
  language     = {eng},
  number       = {4},
  pages        = {645--647},
  publisher    = {IEEE--Institute of Electrical and Electronics Engineers Inc.},
  series       = {IEEE Transactions on Automatic Control},
  title        = {Performance Limits in Adaptive Control},
  url          = {http://dx.doi.org/0.1109/TAC.1979.1102103},
  volume       = {24},
  year         = {1979},
}