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Displaying similar documents to “Adaptive control for a jump linear system with quadratic cost”

Stochastic multivariable self-tuning tracker for non-gaussian systems

Vojislav Filipovic (2005)

International Journal of Applied Mathematics and Computer Science

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This paper considers the properties of a minimum variance self-tuning tracker for MIMO systems described by ARMAX models. It is assumed that the stochastic noise has a non-Gaussian distribution. Such an assumption introduces into a recursive algorithm a nonlinear transformation of the prediction error. The system under consideration is minimum phase with different dimensions for input and output vectors. In the paper the concept of Kronecker's product is used, which allows us to represent...

Finite-dimensionality of information states in optimal control of stochastic systems: a Lie algebraic approach

Charalambos D. Charalambous (1998)

Kybernetika

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In this paper we introduce the sufficient statistic algebra which is responsible for propagating the sufficient statistic, or information state, in the optimal control of stochastic systems. Certain Lie algebraic methods widely used in nonlinear control theory, are then employed to derive finite- dimensional controllers. The sufficient statistic algebra enables us to determine a priori whether there exist finite-dimensional controllers; it also enables us to classify all finite-dimensional...

On nearly selfoptimizing strategies for multiarmed bandit problems with controlled arms

Ewa Drabik (1996)

Applicationes Mathematicae

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Two kinds of strategies for a multiarmed Markov bandit problem with controlled arms are considered: a strategy with forcing and a strategy with randomization. The choice of arm and control function in both cases is based on the current value of the average cost per unit time functional. Some simulation results are also presented.

On the optimal continuous decentralized control of non-linear dynamical multivariable systems about the origin.

Manuel de la Sen Parte (1987)

Trabajos de Investigación Operativa

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This paper deals with the local (around the equilibrium) optimal decentralized control of autonomous multivariable systems of nonlinearities and couplings between subsystems which can be expressed as power series in the state-space are allowed in the formulation. They only affect for the optimal performance integrals in cubic and higher terms in the norm of the initial conditions of the dynamical differential system. The basic hypothesis which is made is that the system is centrally-stabilizable...