On adaptive control for the continuous time-varying JLQG problem

• Autorzy: Adam Czornik , Andrzej Świernik
• Języki publikacji: EN

Abstrakty

EN

In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.

Słowa kluczowe

EN

time varying systems; adaptive control; JLQG problem

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2005
• Tom: 15
• Numer: 1
• Strony: 53-62

Daty

wydano

2005

otrzymano

2003-07-16

poprawiono

2004-06-26

Twórcy

autor

Adam Czornik

• Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland

autor

Andrzej Świernik

• Department of Automatic Control, Silesian University of Technology, ul. Akademicka 16, 44-101 Gliwice, Poland

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