Research on dual control algorithm for LQG with unknown parameters

DOI10.16383/J.AAS.2017.C160401zbMATH Open1399.93238WikidataQ118420757 ScholiaQ118420757MaRDI QIDQ4642822FDOQ4642822

Authors:

Publication date: 25 May 2018

Recommendations

• Optimal LQG controller for linear stochastic systems with unknown parameters
• Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
• Optimal nominal dual control for discrete-time linear-quadratic Gaussian problems with unknown parameters
• Optimal control of unknown parameter systems
• LQG optimal control of discrete stochastic systems under parametric and noise uncertainties

zbMATH Keywords

dynamic programmingoptimal controldual controllinear quadratic Gaussian

Mathematics Subject Classification ID

Dynamic programming (90C39) Optimal stochastic control (93E20)

Cited In (6)

• A new algorithm for the LQR problem with partially unknown dynamics
• Reliable control based on dual control for ARMAX system with abrupt faults
• Dual fault‐tolerant control for a class of stochastic systems with partial loss‐of‐control effectiveness
• Adaptive dual control of discrete-time LQG problems with unknown-but-bounded parameter
• Dual-loop iterative optimal control for the finite horizon LQR problem with unknown dynamics
• Optimal LQG controller for linear stochastic systems with unknown parameters

This page was built for publication: Research on dual control algorithm for LQG with unknown parameters

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4642822)