Dual control of linearly parameterised models via prediction of posterior densities

DOI10.1016/S0947-3580(96)70037-7zbMATH Open0855.93102MaRDI QIDQ1925141FDOQ1925141

Luc Pronzato, Eric Walter, Caroline Kulcsár

Publication date: 4 February 1997

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

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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)

Cites Work

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

Cited In (8)

• Optimal experimental design and some related control problems
• 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
• Adaptive optimization and \(D\)-optimum experimental design.
• Title not available (Why is that?)
• Dual adaptive model predictive control
• Frequency selective dual control for periodic disturbance cancellation
• Implicit dual control based on particle filtering and forward dynamic programming

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