Optimal control of unknown parameter systems

DOI10.1109/9.35284MaRDI QIDQ3472028zbMATH OpenOpenAlexWikidataFDO

Authors Francisco Casiello, Kenneth A. Loparo

Publication date 1989

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.35284

zbMATH Keywords

optimal filterparameter uncertaintypartially observed linear stochastic system

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

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(12)

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• Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
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• Variance minimization dual adaptive control for stochastic systems with unknown parameters
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• Research on dual control algorithm for LQG with unknown parameters
• A suboptimal dual control method for the stochastic systems with parameters drifting
• Dual adaptive controls for linear system with unknown constant parameters
• Optimal policies for passive learning controllers

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