Conference paper

Flídr M., Šimandl M.

Preprints of the 16th IFAC World Congress

Praha

2005

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

adaptive control, dual control, nonlinear filtering

clanek_IFAC05_MF.pdf [file]

prezentace_IFAC05_MF.pdf [file]

A suboptimal dual controller for discrete stochastic systems with unknown parameters based on the bicriterial approach is proposed and discussed. It is supposed that all the random quantities are non-Gaussian. This assumption induces that a global estimation method has to be used. The Gaussian sum method with multiple linearization technique was chosen and applied in the bicriterial control approach. The probing part of the control law is determined for each local node of estimated probability density function eparately and respects accuracy of each local estimate inherent in the estimated probability density function. A comparison of the proposed modified bicriterial controller and the bicriterial controller which uses global point estimate only is shown in some numerical examples.