Dual control of linearly parameterised models via prediction of posterior densities

DOI10.1016/S0947-3580(96)70037-7zbMath0855.93102MaRDI QIDQ1925141

Luc Pronzato, Éric Walter, Caroline Kulcsár

Publication date: 4 February 1997

Published in: European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingadaptive controlstochastic controlFIR modelsnormal prior densitysuboptimal dual control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic learning and adaptive control (93E35)

Related Items (7)

Unnamed Item ⋮ Implicit dual control based on particle filtering and forward dynamic programming ⋮ Dual adaptive model predictive control ⋮ Optimal experimental design and some related control problems ⋮ Frequency selective dual control for periodic disturbance cancellation ⋮ An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems ⋮ Adaptive optimization and \(D\)-optimum experimental design.

Cites Work

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• Dual effect, certainty equivalence, and separation in stochastic control
• An actively adaptive control policy for linear models
• Wide-sense adaptive dual control for nonlinear stochastic systems
• An actively adaptive control for linear systems with random parameters via the dual control approach

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