On adaptive control for the continuous time-varying JLQG problem

Adam Czornik; Andrzej Świernik

International Journal of Applied Mathematics and Computer Science (2005)

  • Volume: 15, Issue: 1, page 53-62
  • ISSN: 1641-876X

Abstract

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In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.

How to cite

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Czornik, Adam, and Świernik, Andrzej. "On adaptive control for the continuous time-varying JLQG problem." International Journal of Applied Mathematics and Computer Science 15.1 (2005): 53-62. <http://eudml.org/doc/207727>.

@article{Czornik2005,
abstract = {In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.},
author = {Czornik, Adam, Świernik, Andrzej},
journal = {International Journal of Applied Mathematics and Computer Science},
keywords = {time varying systems; adaptive control; JLQG problem},
language = {eng},
number = {1},
pages = {53-62},
title = {On adaptive control for the continuous time-varying JLQG problem},
url = {http://eudml.org/doc/207727},
volume = {15},
year = {2005},
}

TY - JOUR
AU - Czornik, Adam
AU - Świernik, Andrzej
TI - On adaptive control for the continuous time-varying JLQG problem
JO - International Journal of Applied Mathematics and Computer Science
PY - 2005
VL - 15
IS - 1
SP - 53
EP - 62
AB - In this paper the adaptive control problem for a continuous infinite time-varying stochastic control system with jumps in parameters and quadratic cost is investigated. It is assumed that the unknown coefficients of the system have limits as time tends to infinity and the boundary system is absolutely observable and stabilizable. Under these assumptions it is shown that the optimal value of the quadratic cost can be reached based only on the values of these limits, which, in turn, can be estimated through strongly consistent estimators.
LA - eng
KW - time varying systems; adaptive control; JLQG problem
UR - http://eudml.org/doc/207727
ER -

References

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