Creator:

Czornik, Adam ; Świerniak, Andrzej (1950- )

Contributor:

Korbicz, Józef - red. ; Uciński, Dariusz - red.

Title:

On adaptive control for the continuous time-varying JLQG problem

Group publication title:

AMCS, Volume 15 (2005)

Subject and Keywords:

time varying systems ; adaptive control ; JLQG problem

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2005

Resource Type:

artykuł

Pages:

53-62

Source:

AMCS, volume 15, number 1 (2005) ; click here to follow the link

Language:

eng

Rights:

Biblioteka Uniwersytetu Zielonogórskiego