Conference paper

Flídr M., Šimandl M.

Proceedings of the 18th IFAC World Congress

Elsevier

Milano, Italy

2011

3457-3462

1474-6670

Ing. Miroslav Flídr, Ph.D. (FAV Západočeská univerzita, katedra kybernetiky)

Stochastic adaptive control, Dual control, Cautious control,

clanek_ifac11_FS.pdf [file]

prezentace_ifac11_FS.pdf [file]

The article deals with the optimal control of a linear discrete stochastic state space system with uncertain parameters. The solution of this optimization problem leads to design of controllers with dual features. Because the closed-form solution is hardly attainable a suitable boptimal approaches has to be used. Many of the simpler approaches restrict the control horizon only to one step ahead and thus suffer from the myopic behavior. One way how to overcome this restriction is to use the partial certainty equivalence approximation of the joint probability density functions. The goal of this paper is to present a comparison of suboptimal adaptive dual control methods employing this approximation.