Research on dual control algorithm for LQG with unknown parameters

DOI10.16383/J.AAS.2017.C160401MaRDI QIDQ4642822zbMATH OpenWikidataFDO

Authors

Publication date 25 May 2018

Full work available at URL https://doi.org/10.16383/J.AAS.2017.C160401

zbMATH Keywords

dual controldynamic programminglinear quadratic Gaussianoptimal control

Mathematics Subject Classification ID

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

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Cited in

(6)

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

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