ZČU
Publications
Detail of publication
Citation
: Multistage prediction error adaptive dual controller . Proceedings of the IASTED International Conference on Intelligent Systems and Control, vol. 2008, p. 14-19, ACTA Press, 2008.
Abstract
The problem of optimal stochastic control of discrete stochastic state space system with uncertain parameters is considered. This problem is analytically unsolvable even for simple systems. A suboptimal dual control approach is presented which makes it possible to solve the multistage optimisation problem analytically. The analytical solvability is guaranteed by employing the partial certainty equivalence principle where the certainty equivalence assumption is enforced only on part of the augmented state. The dual properties of the resulting control are then ensured by a modification of the criterion which evaluates quality of estimates using weighted prediction errors. The proposed dual controller is compared to other non-dual controllers in a numerical example.
Detail of publication
| Title: | Multistage prediction error adaptive dual controller |
|---|---|
| Author: | Flídr Miroslav ; Šimandl Miroslav ; Král Ladislav |
| Language: | English |
| Year: | 2008 |
| Type of publication: | Papers in journals |
| Title of journal or book: | Proceedings of the IASTED International Conference on Intelligent Systems and Control |
| Číslo vydání: | 2008 |
| Page: | 14 - 19 |
| ISSN: | 1025-8973 |
| Publisher: | ACTA Press |
Keywords
Adaptive control, Cautious control, Dual control, Stochastic system
BibTeX
@ARTICLE{FlidrMiroslav_2008_Multistageprediction,
author = {Fl\'{i}dr Miroslav and \v{S}imandl Miroslav and Kr\'{a}l Ladislav},
title = {Multistage prediction error adaptive dual controller},
year = {2008},
publisher = {ACTA Press},
journal = {Proceedings of the IASTED International Conference on Intelligent Systems and Control},
volume = {2008},
pages = {14-19},
ISSN = {1025-8973},
url = {http://www.kky.zcu.cz/en/publications/FlidrMiroslav_2008_Multistageprediction},
}