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This paper proposed a suboptimal dual control method for the stochastic systems with parameters drifting. Based on the consideration of the performance index control and the parameter estimation, the minimum variance of the system output and the estimated covariance matrix of the parameters estimation are both put into the performance index to evaluate the control quality. Furthermore, a dual control...
A Linear Quadratic robust control algorithm is proposed for the system with non-stochastic uncertainties. In this paper, the uncertainties are the noises which lie in a bounded ellipsoid set. The assumption weakens the requirements of the known Gaussian distribution in the traditional Linear Quadratic Gaussian (LQG) control. Based on the linear characteristic of the system and robust optimization...
Aiming at a class of nonlinear stochastic systems with additive Gaussian White noise and the polynomial nonlinear function we propose a shape control technique for probability density function (PDF) of the state variable. Controlling the PDF shape requires to design a controller making the PDF shape as close as possible to the desired PDF, and this actually is to determine the parameters of the controller...
For the LOG problems with bounded uncertain parameter existing in the state equation, a adaptive dual control approach is proposed. In this paper, it is assumed that the unknown parameter belongs to a known bounded interval. Firstly, a subdivision for the continuous bounded interval is used. Secondly, based on the subdivision, the dual controller is developed. Furthermore, the controller not only...
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