Adaptive Dual Control Based on Generalized Predictive Control

The adaptive suboptimal dual control strategy that there exist the unknown parameters in the stochastic system with time delay is studied in this paper. The forgetting factor recursive least square (FFRLS) is selected to estimate the unknown parameters; According to the certainty equivalence principle and the generalized predictive control strategy, the non-dual controller is obtained. In term of the bicriterial approach, the dual controller which processes both the controlling and the learning effect is derived. The simulating example illustrates that the proposed method can not only apply with the non-minimum phase system but also improve the robustness.