Title: Optimal adaptive sampled-data-based control of stochastic systems with compact parameter set

Authors: Shuping Tan

Addresses: National Laboratory of Space Intelligent Control, Beijing Institute of Control Engineering, P.O. Box 2729, Beijing 100190, China

Abstract: The problem of the Sampled-Data (SD)-based adaptive Linear Quadratic Gaussian (LQG) optimal control of linear stochastic continuous-time systems with unknown parameters and stochastic disturbances is considered in this paper. For the case where the parameters belong to a known compact set and only sampled information of the system state is available, an SD-based LQG adaptive control is designed. It is shown that the control law is optimal for the corresponding discretised system and suboptimal for the original continuous-time system.

Keywords: stochastic systems; sampled-data-based control; adaptive control; LQG control; optimal control; linear systems; continuous-time systems; unknown parameters; stochastic disturbances.

DOI: 10.1504/IJMIC.2008.022017

International Journal of Modelling, Identification and Control, 2008 Vol.5 No.2, pp.122 - 126

Published online: 16 Dec 2008 *

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