Dual control of linearly parameterised models via prediction of posterior densities

DOI10.1016/S0947-3580(96)70037-7MaRDI QIDQ1925141zbMATH OpenFDO

Authors Luc Pronzato, Caroline Kulcsár, Eric Walter

Publication date 4 February 1997

Published in European Journal of Control (Search for Journal in Brave)

zbMATH Keywords

dynamic programmingadaptive controlstochastic controlFIR modelsnormal prior densitysuboptimal dual control

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stochastic learning and adaptive control (93E35)

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• An actively adaptive control for linear systems with random parameters via the dual control approach
• An actively adaptive control policy for linear models
• Dual control of a first-order system with two possible gains
• Dual effect, certainty equivalence, and separation in stochastic control
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Cited in

(8)

• Optimal experimental design and some related control problems
• scientific article; zbMATH DE number 1389660 (Why is no real title available?)
• Adaptive optimization and \(D\)-optimum experimental design.
• Dual adaptive model predictive control
• Frequency selective dual control for periodic disturbance cancellation
• Optimal control designs using predicting densities for the multivariate linear model
• An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
• Implicit dual control based on particle filtering and forward dynamic programming

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