{"title":"Adaptive LQ Control for Discrete-Time Stochastic Systems","authors":"Chen Hanfu","doi":"10.1360/YA1993-36-9-1140","DOIUrl":null,"url":null,"abstract":"For the completelv observed discrete-time stochastic system the adaptive control is given so that a quadratic cost is minimized and the unknown coefficients of the system are consistently estimated.The feature of the proposed adaptive control scheme is that it a priori requires neither stability nor minimum-phase of the system.","PeriodicalId":256661,"journal":{"name":"Science in China Series A-Mathematics, Physics, Astronomy & Technological Science","volume":"72 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1993-09-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Science in China Series A-Mathematics, Physics, Astronomy & Technological Science","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1360/YA1993-36-9-1140","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
For the completelv observed discrete-time stochastic system the adaptive control is given so that a quadratic cost is minimized and the unknown coefficients of the system are consistently estimated.The feature of the proposed adaptive control scheme is that it a priori requires neither stability nor minimum-phase of the system.