Geodesic
Adaptive Control of Discrete Time-Varying LQGko
Mathematica Applicanda, Tome 27 (1999) no. 41, pp. 21-33.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

The adaptive version of the discrete time-varying linear quadratic control is considered under the assumption that the coefficients have limits as time tends to infinity sufficiently fast in certain sense and the limiting system is observable and stabilizable. It is proved that time invariant LS estimator can be used to estimate the limits of the coefficients and that it is strongly consistent under some conditions well known from the time invariant case. The estimator of the parameters is used to define an adaptive control law and it is shown that the control law is optimal.
DOI : 10.14708/ma.v27i41.1868
Classification : 93E10 (93C40, 93C55, 93E35)
Mots-clés : Estimation and detection, Adaptive control, Discrete-time systems, Stochastic learning and adaptive control 
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Adam Czornik. Adaptive Control of Discrete Time-Varying LQGko. Mathematica Applicanda, Tome 27 (1999) no. 41, pp.  21-33. doi : 10.14708/ma.v27i41.1868. http://geodesic.mathdoc.fr/articles/10.14708/ma.v27i41.1868/

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