Adaptive control of a stochastic system with unobservable state under conditions of unidentifiability
type: Item
instance of: scholarly article
title: Adaptive control of a stochastic system with unobservable state under conditions of unidentifiability
zbMATH Open document ID: 0821.93071
published in: Automation and Remote Control
publication date: 1994-05-08T00:00:00Z
review text: This paper is dedicated to establish a separation principle for locally optimal control laws. The authors attempt to avoid the fact that for stochastic systems, unidentifiability of the system prevents the realization of the filter required for optimal control. To this end, laws which can be realized directly from observations are used, bypassing filter construction. Application of the averaging method allows to distinguish between fast and slow variations and suggests that estimators tend to a manifold where every point corresponds to the true control law.
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 93C40
Mathematics Subject Classification ID: 93B07
Mathematics Subject Classification ID: 93C70
zbMATH DE Number: 553577
zbMATH Keywords: adaptive control
zbMATH Keywords: observability
zbMATH Keywords: separation principle
zbMATH Keywords: locally optimal control laws
zbMATH Keywords: averaging method
author: M. M. Kogan
author: Juri I. Neimark
reviewed by: Guillermo I. Gómez
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 553577