Optimal adaptive control for a class of stochastic systems

We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law w...

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Bibliographic Details
Published inSadhana (Bangalore) Vol. 22; no. 4; pp. 485 - 498
Main Authors Bagchi, Arunabha, Chen, Han-Fu
Format Journal Article
LanguageEnglish
Published Dordrecht Springer Nature B.V 01.08.1997
Subjects
Adaptive control
Aircraft control
Algorithms
Atmospheric turbulence
Control theory
Stochastic systems
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Summary:We study linear-quadratic adaptive tracking problems for a special class of stochastic systems expressed in the state-space form. This is a long-standing problem in the control of aircraft flying through atmospheric turbulence. Using an ELS-based algorithm and introducing dither in the control law we show that the resulting control achieves optimal cost in the limit, while simultaneously the unknown parameters converge to their true values.
ISSN:0256-2499
0973-7677
DOI:10.1007/BF02745575