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Detail of publication
Citation
: Bicriterial dual control for stochastic systems with unknown variable parameters . Nonlinear control systems 2001, p. 1013-1018, Elsevier, Oxford, 2002.
Abstract
A suboptimal dual controller for discrete stochastic systems with unknown parameters is proposed. Two criteria are designed and used to ensure both aspects of dual control - caution and active learning. The optimization procedure consists of minimization of a quadratic cost function and maximization of the one-step prediction error on certain domain. Extended Kalman filter and Gaussian sum method were used for simultaneous state and parameter estimation of systems with Gaussian and non-Gaussian disturbances, respectively. Comparison of the proposed dual controller with caution and certainty equivalent controllers is shown in numerical examples.
Detail of publication
| Title: | Bicriterial dual control for stochastic systems with unknown variable parameters |
|---|---|
| Author: | Šimandl, M. ; Flídr, M. |
| Language: | English |
| Date of publication: | 4 Jul 2001 |
| Year: | 2002 |
| Type of publication: | Book Chapters |
| Title of journal or book: | Nonlinear control systems 2001 |
| Page: | 1013 - 1018 |
| ISBN: | 0-08-043560-2 |
| Publisher: | Elsevier |
| Address: | Oxford |
| Date: | 4 Jul 2001 - 6 Jul 2001 |
Keywords
adaptive control, dual control, nonlinear filtering, stochastic system, , state, parameter estimation
BibTeX
@INBOOK{SimandlM_2002_Bicriterialdual_1,
author = {\v{S}imandl, M. and Fl\'{i}dr, M.},
title = {Bicriterial dual control for stochastic systems with unknown variable parameters},
year = {2002},
publisher = {Elsevier},
journal = {Nonlinear control systems 2001},
address = {Oxford},
pages = {1013-1018},
ISBN = {0-08-043560-2},
url = {http://www.kky.zcu.cz/en/publications/SimandlM_2002_Bicriterialdual_1},
}