Dec. 5 2006 2:00PM

Dec. 5 2006 3:00PM

In many control problems it is necessary to cope with insufficient knowledge of some of the system parameters. Often such problems lead to a controller with inherent dual properties which has to fulfill two coflicting goals - to meet the control objective and simultaneously to improve knowledge about unknown parameters. There are two aims of the talk. Firstly, a brief summary of essential approaches to the dual control problem will be presented. Secondly features of an approach utilizing the prediction error of the state augmented with uncertain parameters will be discussed. This new approach allows to determine independently contribution of each parameter and state uncertainties to the probing part of the dual control.

Pravidelný seminář Rozhodování a řízení za neurčitosti. (Contact person: Miroslav Kárný)