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Title: On adaptive control for the continuous time-varying JLQG problem

Creator:

Czornik, Adam ; Świerniak, Andrzej (1950- )

Date:

2005

Resource Type:

artykuł

Contributor:

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

Group publication title:

AMCS, Volume 15 (2005)

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

Resource Identifier:

oai:zbc.uz.zgora.pl:57495

Pages:

53-62

Source:

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

Language:

eng

Rights:

Biblioteka Uniwersytetu Zielonogórskiego

Subject and keywords:

time varying systems adaptive control JLQG problem

Object collections:

Last modified:

Oct 18, 2022

In our library since:

Aug 17, 2020

Number of object content hits:

27

All available object's versions:

https://dlibra.bu.uz.zgora.pl/publication/64043

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On adaptive control for the continuous time-varying JLQG problem Oct 18, 2022

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