Adaptive control of a stochastic system with unobservable state under conditions of unidentifiability

MaRDI QIDQ1319795zbMATH OpenFDO

Authors M. M. Kogan, Juri I. Neimark

Publication date 8 May 1994

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

adaptive controlaveraging methodlocally optimal control lawsobservabilityseparation principle

Mathematics Subject Classification ID

Observability (93B07) Adaptive control/observation systems (93C40) Time-scale analysis and singular perturbations in control/observation systems (93C70) Optimal stochastic control (93E20)

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.

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Cited in

(2)

• Identifiability of locally optimal adaptive controls with indirect observations
• Locally optimal adaptive control without persistent excitation

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