Dual control through innovations

R. Milito, C. Padilla, R. Padilla, D. Cadorin
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引用次数: 7

Abstract

The control of a stochastic system with unknown parameters is considered. A novel cost function which includes the variance of the innovations process is used to optimize the performance of the system. The cost function has two parts: One that reflects the goal of regulating the output and the second one that reflects the need to gather as much information as possible about the parameters of the system, the latter being represented by the variance of the innovations process. The control law derived has an explicit solution that allows for an easy implementation, and has dual properties. The relationships among the controller obtained in this paper and the certainty equivalence and cautious controllers are analized. Simulation results show the quasi-optimal performance of the new controller.
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通过创新实现双重控制
研究了一类参数未知的随机系统的控制问题。采用包含创新过程方差的成本函数来优化系统的性能。成本函数有两部分:一部分反映了调节产出的目标,第二部分反映了收集尽可能多的关于系统参数的信息的需要,后者由创新过程的方差表示。所导出的控制律具有明确的解,易于实现,并具有双重性质。分析了本文所得到的控制器与确定性等价控制器和谨慎控制器之间的关系。仿真结果表明了该控制器的准最优性能。
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