Adaptive LQG control of input-output systems---A cost-biased approach (Q2706162)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive LQG control of input-output systems---A cost-biased approach |
scientific article |
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19 March 2001
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adaptive linear quadratic Gaussian control
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Adaptive LQG control of input-output systems---A cost-biased approach (English)
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This paper extends previous results established along the cost-biased approach in other settings in a nontrivial way.NEWLINENEWLINENEWLINEIt considers linear systems in input-output form and introduces a new adaptive linear quadratic Gaussian (LQG) control scheme being self-optimizing. The identification algorithm incorporates two terms. The first, a cost biasing term, favors the parameters with smaller LQG optimal cost. The second term aims at moderating the time-variability of the estimate. The corresponding closed-loop scheme is stable and achieves an asymptotic LQG cost equal to the one obtained under complete knowledge of the true system.
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