Popis:
The talk focuses on a fully probabilistic design of LQ control for a class of systems, which can be modeled by data-driven (input/output) or state-space models with normally distributed noise.
The basic design principles and implementation issues will be summarized and discussed. On the basis of the principles, the on-line tuning (adaptation) of parameters of LQ control will be formulated.
The theoretical results will be followed by illustrative examples.