Stochastic optimal control theory with application in self-tuning control
type: Item
instance of: scholarly article
title: Stochastic optimal control theory with application in self-tuning control
zbMATH Open document ID: 0667.93090
author: Kenneth J. Hunt
published in: Lecture Notes in Control and Information Sciences
publication date: 1992-09-17T00:00:00Z
review text: The book covers three parts: stochastic optimal control theory, self- tuning control, and a case study. The first part is mainly theoretical and derives stochastic optimal control theory using the polynomial approach. This gives a good supplement to the traditional way of solving the problem. The resulting controller is obtained by solving polynomial equations such as Diophantine and spectral factorization equations. Feedforward from measurable disturbances are incorporated in the solution. A major contribution of the book is the extension to the cases of unstable reference and disturbance generators. The second part of the book discusses how the stochastic optimal controller can be transformed into self-tuning controllers. The main idea is to make an estimation of the process parameters and then apply the results from the first part. This leads to indirect adaptive controllers. The robustness properties of the resulting self-tuner is discussed. The third part of the book uses the self-tuning controller from part two on a simulated model of a gas-cooled nuclear reactor. The model is the same as used in a simulator for training of operators. This implies that the case study reflects many of the practical problems encountered when applying adaptive controllers. In summary the book gives a coherent treatment of linear quadratic Gaussian self-tuning regulators.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93B35
Mathematics Subject Classification ID: 65C20
Mathematics Subject Classification ID: 93-02
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 49J55
Mathematics Subject Classification ID: 49-02
Mathematics Subject Classification ID: 11D41
zbMATH DE Number: 42516
zbMATH Keywords: self-tuning control
zbMATH Keywords: polynomial approach
zbMATH Keywords: spectral factorization equations
zbMATH Keywords: disturbance generators
zbMATH Keywords: gas-cooled nuclear reactor
zbMATH Keywords: linear quadratic Gaussian self-tuning regulators
reviewed by: Björn Wittenmark
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 42516