Stochastic adaptive control results and simulations
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Finite difference methods for boundary value problems involving PDEs (65N06) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)
The book is a summary of theoretical results from the literature concerning adaptive control of stochastic systems. Two classes of systems are considered. First, systems with unknown but constant parameters. Secondly, the parameters of the system are modeled as finite state homogeneous Markov chains. The theoretical results are verified through numerous numerical simulations. The conclusion is that a modified least squares estimation method gives the best performance. The comparisons are, however, only made on ``academic algorithms, i.e. there are no safety nets around the controller to prevent large control signals nor checking the residuals in the estimator. The advantage of the book is the summary of algorithms, conditions and properties. The results are, however, of limited practical interest.
- Self-tuning adaptive control of engine speed in the presence of random disturbances
- scientific article; zbMATH DE number 4176946 (Why is no real title available?)
- scientific article; zbMATH DE number 3904436 (Why is no real title available?)
- scientific article; zbMATH DE number 4053457 (Why is no real title available?)
- Towards a bench-mark standard for stochastic adaptive control
- Adaptive Control Variates for Finite-Horizon Simulation
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