Adaptive Linear Quadratic Gaussian Control: The Cost-Biased Approach Revisited

DOI10.1137/S0363012997317499zbMATH Open0919.93087OpenAlexW2094826322MaRDI QIDQ4210192FDOQ4210192

Authors P. R. Kumar, M. C. Campi

Publication date 21 September 1998

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0363012997317499

zbMATH Keywords

linear quadratic Gaussian controlstochastic adaptive controlcost-biased adaptive control

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Stochastic learning and adaptive control (93E35)

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Cited in

(15)

• Input perturbations for adaptive control and learning
• On adaptive linear-quadratic regulators
• Adaptive control design under structured model information limitation: a cost-biased maximum-likelihood approach
• Adaptive sampled-data based linear quadratic optimal control of stochastic systems
• Several algorithms for finite-model adaptive control. Partial answers to finite-model adaptive control problem
• Adaptive control for a jump linear system with quadratic cost
• Stochastic $\varepsilon$-Optimal Linear Quadratic Adaptation: An Alternating Controls Policy
• Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics
• Optimal control of unknown parameter systems
• Finite-model adaptive control using WLS-like algorithm
• Adaptive LQG control of input-output systems---A cost-biased approach
• Adaptive control of linear time invariant systems: the ``Bet on the best principle
• Design of an adaptive controller of LQG type: Spline-based approach.
• Regret bounds for online-learning-based linear quadratic control under database attacks
• Retrospective Cost Adaptive Control: Pole Placement, Frequency Response, and Connections with LQG Control

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