DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES
文献类型：期刊论文
| 作者 | Tan, Shuping1; Zhang, Ji-Feng2
|
| 刊名 | ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
 |
| 出版日期 | 2009-10-01 |
| 卷号 | 15期号:4页码:969-993 |
| 关键词 | Sampling control system Markov jump parameter adaptive control double-step approach stochastic noise least matching error estimation |
| ISSN号 | 1262-3377 |
| DOI | 10.1051/cocv:2008057 |
| 英文摘要 | This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and a sufficient small control step for control updating. Under mild conditions, the closed-loop system is shown to be stable. It is found that the key factor determining the performance index is the estimation step rather than the control step. When the estimation step becomes too small, the system performance will become worse. When the estimation step is fixed, the system performance can indeed be improved by reducing the control step, but cannot reach the optimal value. The index difference between the sampled-data based adaptive LQ control and the conventional LQ optimal control is asymptotically bounded by a constant depending on the estimation step and the priori information of the parameter set. |
| 资助项目 | Academy of Mathematics and Systems Science ; Chinese Academy of Sciences ; National Natural Science Foundation of China[90405017] ; National Natural Science Foundation of China[60674038] |
| WOS研究方向 | Automation & Control Systems ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000270660300012 |
| 出版者 | EDP SCIENCES S A |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/7417]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Tan, Shuping |
| 作者单位 | 1.Beijing Inst Control Engn, Natl Lab Space Intelligent Control, Beijing 100190, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Tan, Shuping,Zhang, Ji-Feng. DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES[J]. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,2009,15(4):969-993. |
| APA | Tan, Shuping,&Zhang, Ji-Feng.(2009).DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES.ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS,15(4),969-993. |
| MLA | Tan, Shuping,et al."DOUBLE-STEPPED ADAPTIVE CONTROL FOR HYBRID SYSTEMS WITH UNKNOWN MARKOV JUMPS AND STOCHASTIC NOISES".ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS 15.4(2009):969-993. |
入库方式： OAI收割
来源：数学与系统科学研究院
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